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Search: person:"Forbes, Catherine"
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Subject
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Bayesian inference
27
Bayes-Statistik
26
Theorie
23
Theory
23
Time series analysis
18
State space model
16
Zustandsraummodell
16
Volatility
15
Volatilität
15
Zeitreihenanalyse
15
Markov-Kette
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov chain
13
Stochastic process
13
Stochastischer Prozess
13
Option pricing theory
9
Optionspreistheorie
9
Bayesian Markov chain Monte Carlo
8
Börsenkurs
8
Estimation
8
Schätzung
8
Share price
8
Forecasting model
7
Hawkes process
7
Induktive Statistik
7
Nichtparametrisches Verfahren
7
Nonlinear state space model
7
Nonparametric statistics
7
Prognoseverfahren
7
Statistical inference
7
Estimation theory
6
Schätztheorie
6
Stochastic volatility
6
Dynamic price and volatility jumps
5
Business cycle
4
CAPM
4
Financial crisis
4
Financial market
4
Finanzkrise
4
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Online availability
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Free
39
Undetermined
18
Type of publication
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Book / Working Paper
54
Article
33
Type of publication (narrower categories)
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Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
34
Working Paper
34
Article in journal
12
Aufsatz in Zeitschrift
12
Forschungsbericht
4
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Rezension
1
Sammelwerk
1
research-article
1
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Language
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English
62
Undetermined
25
Author
All
Forbes, Catherine Scipione
47
Martin, Gael M.
39
Forbes, Catherine S.
28
Maneesoonthorn, Worapree
16
Kofman, Paul
14
Forbes, Catherine
8
Shami, Roland G.
6
Snyder, Ralph D.
6
Wright, Jill
6
Ng, Jason
5
Grose, Simone D.
4
McCabe, Brendan Peter Martin
4
Strickland, Chris M.
4
Campbell, Rachel
3
Cox, Elizabeth
3
Forbes, Catherine S
3
Humphreys, Cathy
3
Koedijk, Kees
3
McCabe, Brendan P.M.
3
O'Neill, Cas
3
Tregeagle, Susan
3
Blasques, Francisco
2
Campbell, Rachel A.J.
2
Fenech, Jean-Pierre
2
Hanlon, Brian
2
Kalb, Guyonne
2
Koedijk, Kees G.
2
Koopman, Siem Jan
2
Leung, Patrick
2
Lucas, André
2
MacEachern, Steven N.
2
Martin, Gael
2
Martin, Vance
2
Martin, Vance L.
2
Panagiotelis, Anastasios
2
Peruggia, Mario
2
Raman, Sunitha
2
Snyder, Ralph
2
Strickland, Chris
2
Thompson, Ryan
2
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Institution
All
Department of Econometrics and Business Statistics, Monash Business School
14
Econometric Society
2
Econometrics Conference <1995, Melbourne>
1
Finance Discipline Group, Business School
1
Monash University / Department of Econometrics
1
arXiv.org
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
34
Monash Econometrics and Business Statistics Working Papers
14
International journal of forecasting
4
Studies in Nonlinear Dynamics & Econometrics
4
Econometric reviews
3
Journal of econometrics
3
Computational Statistics & Data Analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic record : er
2
Children and Youth Services Review
1
EFA 2006 Zurich Meetings
1
Econometric Reviews
1
Econometric Society 2004 Australasian Meetings
1
Econometric Society World Congress 2000 Contributed Papers
1
International Journal of Forecasting
1
Journal of Business & Economic Statistics
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of Time Series Analysis
1
Journal of applied econometrics
1
Journal of economic behavior & organization : JEBO
1
Papers / arXiv.org
1
Research Paper Series / Finance Discipline Group, Business School
1
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Source
All
ECONIS (ZBW)
49
RePEc
30
OLC EcoSci
7
Other ZBW resources
1
Showing
41
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50
of
87
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41
Non-linear modelling of the Australian business cycle using a leading indicator
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001704961
Saved in:
42
Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
43
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001722347
Saved in:
44
A structural time series model with Markov switching
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2000
Persistent link: https://www.econbiz.de/10001586617
Saved in:
45
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
46
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
47
Bayesian soft target zones
Forbes, Catherine Scipione
;
Kofman, Paul
-
2000
Persistent link: https://www.econbiz.de/10001479237
Saved in:
48
Using simulation methods for Bayesian econometric models : inference, development and communication: some comments
Martin, Gael M.
;
Forbes, Catherine Scipione
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 113-118
Persistent link: https://www.econbiz.de/10001395559
Saved in:
49
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:
50
[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione
;
Shami, Roland G.
- In:
The economic record : er
76
(
2000
),
pp. 105
Persistent link: https://www.econbiz.de/10001466449
Saved in:
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