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Search: person:"Forbes, Catherine S."
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Subject
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Bayesian inference
27
Bayes-Statistik
26
Theorie
23
Theory
23
State space model
16
Time series analysis
16
Zustandsraummodell
16
Volatility
15
Volatilität
15
Zeitreihenanalyse
15
Markov-Kette
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov chain
13
Stochastic process
13
Stochastischer Prozess
13
Option pricing theory
9
Optionspreistheorie
9
Bayesian Markov chain Monte Carlo
8
Börsenkurs
8
Estimation
8
Schätzung
8
Share price
8
Forecasting model
7
Hawkes process
7
Induktive Statistik
7
Nichtparametrisches Verfahren
7
Nonlinear state space model
7
Nonparametric statistics
7
Prognoseverfahren
7
Statistical inference
7
Estimation theory
6
Schätztheorie
6
Stochastic volatility
6
Dynamic price and volatility jumps
5
Business cycle
4
CAPM
4
Financial crisis
4
Financial market
4
Finanzkrise
4
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Free
35
Undetermined
14
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Book / Working Paper
49
Article
29
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Graue Literatur
34
Non-commercial literature
34
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33
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33
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12
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Forschungsbericht
4
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1
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Language
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English
57
Undetermined
21
Author
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Forbes, Catherine Scipione
47
Martin, Gael M.
39
Forbes, Catherine S.
28
Maneesoonthorn, Worapree
16
Kofman, Paul
14
Shami, Roland G.
6
Snyder, Ralph D.
6
Wright, Jill
6
Ng, Jason
5
Grose, Simone D.
4
McCabe, Brendan Peter Martin
4
Strickland, Chris M.
4
Campbell, Rachel
3
Koedijk, Kees
3
McCabe, Brendan P.M.
3
Blasques, Francisco
2
Campbell, Rachel A.J.
2
Fenech, Jean-Pierre
2
Forbes, Catherine S
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
Thompson, Ryan
2
Tomasetti, Nathaniel
2
Vaz, John
2
Wang, Hong
2
Łasak, Katarzyna
2
Anderson, Heather M.
1
D, Snyder Ralph
1
Fry, Tim R. L.
1
Geweke, John
1
Grose, Simone
1
Hanlon, Brian
1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School
11
Econometric Society
1
Econometrics Conference <1995, Melbourne>
1
Finance Discipline Group, Business School
1
Monash University / Department of Econometrics
1
arXiv.org
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Monash Econometrics and Business Statistics Working Papers
11
International journal of forecasting
4
Econometric reviews
3
Journal of econometrics
3
Computational Statistics & Data Analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic record : er
2
EFA 2006 Zurich Meetings
1
Econometric Reviews
1
Econometric Society World Congress 2000 Contributed Papers
1
International Journal of Forecasting
1
Journal of Business & Economic Statistics
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
Papers / arXiv.org
1
Research Paper Series / Finance Discipline Group, Business School
1
Studies in Nonlinear Dynamics & Econometrics
1
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Source
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ECONIS (ZBW)
48
RePEc
23
OLC EcoSci
7
Showing
1
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78
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1
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
2
Familial inference
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2022
Persistent link: https://www.econbiz.de/10013193951
Saved in:
3
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:
4
Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2020
Persistent link: https://www.econbiz.de/10012608357
Saved in:
5
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
6
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
Saved in:
7
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583361
Saved in:
8
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:
9
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:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
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