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Reconstructing the Kalman Filt...
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Bayesian inference
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47
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37
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37
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30
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Forbes, Catherine Scipione
24
Martin, Gael M.
14
Maneesoonthorn, Worapree
7
Fenech, Jean-Pierre
2
Leung, Patrick
2
Martin, Vance
2
McCabe, Brendan Peter Martin
2
Panagiotelis, Anastasios
2
Tomasetti, Nathaniel
2
Vaz, John
2
Wang, Hong
2
Wright, Jill
2
Anderson, Heather M.
1
Blasques, Francisco
1
Grose, Simone D.
1
Hanlon, Brian
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Kofman, Paul
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Koopman, Siem Jan
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Liu, Zhichao
1
Lucas, André
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
International journal of forecasting
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1
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
2
Bayesian soft target zones
Forbes, Catherine Scipione
;
Kofman, Paul
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2000
Persistent link: https://www.econbiz.de/10001479237
Saved in:
3
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
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4
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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5
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:
6
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:
7
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
8
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001751155
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9
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:
10
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
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