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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
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000932703
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J. - 1997
Persistent link: https://www.econbiz.de/10000983144
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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
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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
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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
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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
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Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao; Forbes, Catherine Scipione; Anderson, … - 2017
Persistent link: https://www.econbiz.de/10011782265
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Implicit Bayesian inference using option prices
Martin, Gael M.; Forbes, Catherine Scipione; Martin, Vance - 2003
Persistent link: https://www.econbiz.de/10001751155