//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust Bayesian exponentially...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayes-Statistik
20
Bayesian inference
20
Theorie
20
Theory
20
Volatility
15
Volatilität
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Time series analysis
13
Zeitreihenanalyse
13
Markov-Kette
11
State space model
11
Stochastic process
11
Stochastischer Prozess
11
Zustandsraummodell
11
Markov chain
10
Forecasting model
8
Prognoseverfahren
8
Börsenkurs
7
Estimation
7
Option pricing theory
7
Optionspreistheorie
7
Schätzung
7
Share price
7
Australia
6
Australien
6
Cointegration
6
Induktive Statistik
6
Kointegration
6
Statistical inference
6
Bayesian Markov chain Monte Carlo
5
Capital income
5
Kapitaleinkommen
5
Autocorrelation
4
Autokorrelation
4
Economic indicator
4
Estimation theory
4
Hawkes process
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
more ...
less ...
Online availability
All
Free
40
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Arbeitspapier
57
Working Paper
57
Graue Literatur
56
Non-commercial literature
56
Forschungsbericht
10
Language
All
English
57
Author
All
Forbes, Catherine Scipione
32
Anderson, Heather M.
24
Martin, Gael M.
16
Vahid, Farshid
15
Maneesoonthorn, Worapree
7
Snyder, Ralph D.
5
Dumrongrittikul, Taya
3
Gao, Jiti
3
Kofman, Paul
3
Low, Chin Nam
3
McCabe, Brendan Peter Martin
3
Shami, Roland G.
3
Wei, Wei
3
Athanasopoulos, George
2
Leung, Patrick
2
Liao, Yin
2
MacEachern, Steven N.
2
Martin, Vance
2
Panagiotelis, Anastasios
2
Peruggia, Mario
2
Thompson, Ryan
2
Tomasetti, Nathaniel
2
Wright, Jill
2
Yang, Yang
2
Caggiano, Giovanni
1
Campbell, Rachel
1
Cox, Elizabeth
1
Fenech, Jean-Pierre
1
Forbes, Catherine
1
Grose, Simone D.
1
Hanlon, Brian
1
Humphreys, Cathy
1
Inder, Brett A.
1
Kalb, Guyonne
1
Koedijk, Kees
1
Kwark, Noh-sun
1
Ng, Jason
1
O'Neill, Cas
1
Oliver, Jonathan J.
1
Raman, Sunitha
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Monash Econometrics and Business Statistics Working Papers
28
Journal of econometrics
10
International journal of forecasting
5
Working papers in economics and econometrics
5
CAMA Working Papers
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The economic record : er
4
Econometric Society 2004 Australasian Meetings
3
Econometric reviews
3
Economic modelling
3
Economics letters
3
Generation next : becoming socially enterprising
3
Journal of Econometrics
3
Oxford bulletin of economics and statistics
3
ANU Working Papers in Economics and Econometrics
2
Applied economics letters
2
Australian economic papers
2
Australian journal of management
2
Computational Statistics & Data Analysis
2
Econometric Reviews
2
Economics Letters
2
Finance research letters
2
International Journal of Forecasting
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Modern economy
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of economic methodology
2
Australian Economic Review
1
Australian Journal of Management
1
Business Cycles, Indicators and Forecasting
1
Business cycles, indicators, and forecasting
1
CAMA Working Paper
1
CAMA working paper series
1
CEA_372Cass working paper series
1
Centre for Growth and Business Cycle Research Discussion Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
2
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
3
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
5
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
6
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
7
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001751155
Saved in:
8
A structural time series model with Markov switching
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2000
Persistent link: https://www.econbiz.de/10001586617
Saved in:
9
Model selection criteria for segmented time series from a Bayesian approach to information compression
Hanlon, Brian
;
Forbes, Catherine Scipione
-
2002
Persistent link: https://www.econbiz.de/10001704960
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->