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~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Search: person:"Forbes, Catherine S."
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Nonparametric statistics
Schätztheorie
Bayes-Statistik
21
Bayesian inference
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16
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16
Monte Carlo simulation
12
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Option pricing theory
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Bayesian Markov chain Monte Carlo
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Nichtparametrisches Verfahren
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Dynamic price and volatility jumps
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Estimation
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Financial market
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Finanzkrise
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Forbes, Catherine Scipione
8
Martin, Gael M.
5
Maneesoonthorn, Worapree
4
Anderson, Heather M.
1
Fry, Tim R. L.
1
Grose, Simone D.
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Kofman, Paul
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Leung, Patrick
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Liu, Zhichao
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Econometrics Conference <1995, Melbourne>
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Monash University / Department of Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
6
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
7
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
8
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
Saved in:
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