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type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cai, Biqing"
~person:"Forbes, Catherine Scipione"
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Cai, Biqing
Forbes, Catherine Scipione
Gao, Jiti
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Peng, Bin
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Poskitt, Donald Stephen
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Working paper / Department of Econometrics and Business Statistics, Monash University
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2020
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(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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2
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
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2017
Persistent link: https://www.econbiz.de/10011782256
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3
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
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2016
Persistent link: https://www.econbiz.de/10011781784
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4
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
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2015
Persistent link: https://www.econbiz.de/10011781377
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5
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
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2013
Persistent link: https://www.econbiz.de/10009789500
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6
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
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2017
Persistent link: https://www.econbiz.de/10011782265
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7
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
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1997
Persistent link: https://www.econbiz.de/10000983144
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