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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
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A structural time series model with Markov switching
Shami, Roland G.; Forbes, Catherine Scipione - 2000
Persistent link: https://www.econbiz.de/10001586617
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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
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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
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione; Kalb, Guyonne; Kofman, Paul - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 364-372
Persistent link: https://www.econbiz.de/10001410721
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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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Bayesian exponential smoothing
Forbes, Catherine Scipione; Snyder, Ralph D.; Shami, … - 2000
Persistent link: https://www.econbiz.de/10001506975
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Bayesian soft target zones
Forbes, Catherine Scipione; Kofman, Paul - 2000
Persistent link: https://www.econbiz.de/10001479237
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Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004122