//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Forbes, Catherine S."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Bayes-Statistik
5
Bayesian inference
5
Estimation
5
Schätzung
5
State space model
5
Zustandsraummodell
5
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
1990-2005
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bank
1
Bank lending
1
Basel Accord
1
Basel III
1
Basler Akkord
1
Bayesian Markov chain Monte Carlo
1
Bayesian estimation
1
Bivariate jump diffusion model
1
Business cycle
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Graue Literatur
34
Non-commercial literature
34
Arbeitspapier
33
Working Paper
33
Article in journal
12
Forschungsbericht
4
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
12
Author
All
Forbes, Catherine Scipione
12
Martin, Gael M.
6
Maneesoonthorn, Worapree
3
Blasques, Francisco
2
Kofman, Paul
2
Koopman, Siem Jan
2
Lucas, André
2
Łasak, Katarzyna
2
Campbell, Rachel
1
Fenech, Jean-Pierre
1
Geweke, John
1
Grose, Simone D.
1
Kalb, Guyonne
1
Koedijk, Kees
1
McCabe, Brendan Peter Martin
1
Ng, Jason
1
Perron, Pierre
1
Snyder, Ralph D.
1
Vaz, John
1
Wang, Hong
1
Wright, Jill
1
Xu, Jiawen
1
more ...
less ...
Published in...
All
International journal of forecasting
3
Econometric reviews
2
Journal of econometrics
2
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
- In:
Journal of economic behavior & organization : JEBO
177
(
2020
),
pp. 875-897
Persistent link: https://www.econbiz.de/10012437899
Saved in:
2
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:
3
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
5
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
6
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
7
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
8
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
9
Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->