Catherine S. Forbes

Available identifiers

Publication	Date of Publication	Type
Familial inference: tests for hypotheses on a family of centres	2024-11-13	Paper
Bayesian cross-validation by parallel Markov chain Monte Carlo	2024-07-10	Paper
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

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