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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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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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Bayesian soft target zones
Forbes, Catherine Scipione; Kofman, Paul - 2000
Persistent link: https://www.econbiz.de/10001479237
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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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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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Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.; Forbes, Catherine Scipione - 2002
Persistent link: https://www.econbiz.de/10001722347
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Diversification metldown or the impact of fat tails on conditional correlation?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - 2003
Persistent link: https://www.econbiz.de/10001892119
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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