Catherine S. Forbes

Available identifiers

zbMath Open forbes.catherine-sMaRDI QIDQ528100

List of research outcomes

Publication	Date of Publication	Type
Updating variational Bayes: fast sequential posterior inference	2022-01-14	Paper
High-frequency jump tests: which test should we use?	2021-02-04	Paper
Discussion of ‘Deep learning for finance: deep portfolios’	2019-02-08	Paper
Systemic risk in the European sovereign and banking system	2018-11-19	Paper
Probabilistic forecasts of volatility and its risk premia	2017-05-12	Paper
Statistical Distributions	2010-12-03	Paper
Parameterisation and efficient MCMC estimation of non-Gaussian state space models	2009-06-12	Paper
Bayesian analysis of the stochastic conditional duration model	2008-12-11	Paper
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter	2007-06-20	Paper
Implicit Bayesian Inference Using Option Prices	2006-05-24	Paper
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series	2006-01-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Catherine S. Forbes