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Search: person:"Forbes, Catherine"
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Schätzung
Bayesian inference
27
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26
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23
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23
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18
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16
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16
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English
8
Author
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Forbes, Catherine Scipione
8
Martin, Gael M.
4
Maneesoonthorn, Worapree
3
Fenech, Jean-Pierre
2
Kalb, Guyonne
2
Kofman, Paul
2
Vaz, John
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Wang, Hong
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McCabe, Brendan Peter Martin
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Ng, Jason
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
8
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1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583361
Saved in:
3
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
- In:
Journal of economic behavior & organization : JEBO
177
(
2020
),
pp. 875-897
Persistent link: https://www.econbiz.de/10012437899
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
6
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
7
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
;
Kalb, Guyonne
;
Kofman, Paul
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 364-372
Persistent link: https://www.econbiz.de/10001410721
Saved in:
8
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
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