E-LIB Suche - Ergebnisse für: Forbes, Catherine S

1

Familial inference: tests for hypotheses on a family of cen..:

Thompson, Ryan ; Forbes, Catherine S ; MacEachern, Steven N.
Biometrika. , 2023

Link: https://doi.org/10.1093/..

2

Measuring subjective housing affordability using a data-dri..:

Ng, Jason Wei Jian ; Želinský, Tomáš ; Forbes, Catherine S..
Applied Economics Letters. , 2023

Link: https://doi.org/10.1080/..

3

The determinants of bank loan recovery rates in good times ..:

Wang, Hong ; Forbes, Catherine S. ; Fenech, Jean-Pierre.
Journal of Economic Behavior & Organization. 177 (2020) - p. 875-897 , 2020

Link: https://doi.org/10.1016/..

4

High-frequency jump tests: Which test should we use?:

Maneesoonthorn, Worapree ; Martin, Gael M. ; Forbes, Catherine S.
Journal of Econometrics. 219 (2020) 2 - p. 478-487 , 2020

Link: https://doi.org/10.1016/..

5

INFERENCE ON SELF-EXCITING JUMPS IN PRICES AND VOLATILITY U..:

MANEESOONTHORN, WORAPREE ; FORBES, CATHERINE S. ; MARTIN, GAEL M.
Journal of Applied Econometrics. 32 (2017) 3 - p. 504-532 , 2017

Link: https://www.jstor.org/st..

6

Discussion of 'Deep learning for finance: deep portfolios':

Forbes, Catherine S. ; Maneesoonthorn, Worapree
Applied Stochastic Models in Business and Industry. 33 (2017) 1 - p. 13-15 , 2017

Link: https://doi.org/10.1002/..

7

Inference on Self‐Exciting Jumps in Prices and Volatility U..:

Maneesoonthorn, Worapree ; Forbes, Catherine S. ; Martin, Gael M.
Journal of Applied Econometrics. 32 (2016) 3 - p. 504-532 , 2016

Link: https://doi.org/10.1002/..

8

Non-parametric estimation of forecast distributions in non-..:

Ng, Jason ; Forbes, Catherine S. ; Martin, Gael M..
International Journal of Forecasting. 29 (2013) 3 - p. 411-430 , 2013

Link: https://doi.org/10.1016/..

9

Probabilistic forecasts of volatility and its risk premia:

Maneesoonthorn, Worapree ; Martin, Gael M. ; Forbes, Catherine S..
Journal of Econometrics. 171 (2012) 2 - p. 217-236 , 2012

Link: https://doi.org/10.1016/..

10

Increasing correlations or just fat tails?:

Campbell, Rachel A.J. ; Forbes, Catherine S. ; Koedijk, Kees G..
Journal of Empirical Finance. 15 (2008) 2 - p. 287-309 , 2008

Link: https://doi.org/10.1016/..

11

Parameterisation and efficient MCMC estimation of non-Gauss..:

Strickland, Chris M. ; Martin, Gael M. ; Forbes, Catherine S.
Computational Statistics & Data Analysis. 52 (2008) 6 - p. 2911-2930 , 2008

Link: https://doi.org/10.1016/..

12

Inference for a Class of Stochastic Volatility Models Using..:

Forbes, Catherine S. ; Martin, Gael M. ; Wright, Jill
Econometric Reviews. 26 (2007) 2-4 - p. 387-418 , 2007

Link: https://doi.org/10.1080/..

13

Bayesian analysis of the stochastic conditional duration mo..:

Strickland, Chris M. ; Forbes, Catherine S. ; Martin, Gael M.
Computational Statistics & Data Analysis. 50 (2006) 9 - p. 2247-2267 , 2006

Link: https://doi.org/10.1016/..

14

Implicit Bayesian Inference Using Option Prices:

Martin, Gael M. ; Forbes, Catherine S. ; Martin, Vance L.
Journal of Time Series Analysis. 26 (2005) 3 - p. 437-462 , 2005

Link: https://doi.org/10.1111/..

15

Reconstructing the Kalman Filter for Stationary and Non Sta..:

Snyder, Ralph D ; Forbes, Catherine S
Studies in Nonlinear Dynamics & Econometrics. 7 (2003) 2 - p. , 2003

Link: https://doi.org/10.2202/..