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A structural time series model...
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Bayesian inference
27
Bayes-Statistik
26
Theorie
25
Theory
25
Time series analysis
20
Zeitreihenanalyse
17
State space model
16
Volatility
16
Volatilität
16
Zustandsraummodell
16
Markov-Kette
15
Markov chain
14
Monte Carlo simulation
14
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14
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13
Stochastischer Prozess
13
Option pricing theory
9
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9
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8
Börsenkurs
8
Estimation
8
Forecasting model
8
Prognoseverfahren
8
Schätzung
8
Share price
8
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7
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7
Induktive Statistik
7
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7
Nonlinear state space model
7
Nonparametric statistics
7
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7
Statistical inference
7
Stochastic volatility
6
CAPM
5
Dynamic price and volatility jumps
5
Business cycle
4
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4
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4
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4
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Free
40
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18
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Book / Working Paper
56
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34
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Graue Literatur
37
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36
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36
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English
66
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24
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Forbes, Catherine Scipione
47
Martin, Gael M.
39
Forbes, Catherine S.
28
Maneesoonthorn, Worapree
16
Kofman, Paul
13
Shami, Roland G.
11
Snyder, Ralph D.
9
Forbes, Catherine
8
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
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, Vance
2
Martin, Vance L.
2
Panagiotelis, Anastasios
2
Peruggia, Mario
2
Raman, Sunitha
2
Snyder, Ralph
2
Strickland, Chris
2
Thompson, Ryan
2
Tomasetti, Nathaniel
2
Vaz, John
2
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Department of Econometrics and Business Statistics, Monash Business School
13
Econometric Society
3
Econometrics Conference <1995, Melbourne>
1
Finance Discipline Group, Business School
1
Monash University / Department of Econometrics
1
arXiv.org
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
36
Monash Econometrics and Business Statistics Working Papers
13
International journal of forecasting
4
Econometric reviews
3
Journal of econometrics
3
Computational Statistics & Data Analysis
2
Econometric Reviews
2
Econometric Society 2004 Australasian Meetings
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic record : er
2
Applied economics letters
1
Children and Youth Services Review
1
EFA 2006 Zurich Meetings
1
Econometric Society World Congress 2000 Contributed Papers
1
International Journal of Forecasting
1
International review of economics & finance : IREF
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
Journal of forecasting
1
Papers / arXiv.org
1
Research Paper Series / Finance Discipline Group, Business School
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ECONIS (ZBW)
54
RePEc
29
OLC EcoSci
7
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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:
2
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
3
[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:
4
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:
5
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
6
Measuring the cost of leaving care in Victoria
Forbes, Catherine Scipione
;
Inder, Brett A.
;
Raman, Sunitha
-
2006
Persistent link: https://www.econbiz.de/10003433858
Saved in:
7
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
8
Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
Saved in:
9
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
10
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
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