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~subject:"Bayesian inference"
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Bayesian inference
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Forbes, Catherine Scipione
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Martin, Gael M.
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3
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2
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
3
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
4
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
5
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
Saved in:
6
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
Saved in:
7
Bayesian soft target zones
Forbes, Catherine Scipione
;
Kofman, Paul
-
2000
Persistent link: https://www.econbiz.de/10001479237
Saved in:
8
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:
9
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:
10
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
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