Catherine Forbes
Cited by
Cited by
Statistical distributions
M Evans, N Hastings, B Peacock, C Forbes
John Wiley & Sons, 2011
Investing for success: The economics of supporting young people leaving care
S Raman, BA Inder, CS Forbes
Centre for Excellence in Child and Family Welfare, 2005
Increasing correlations or just fat tails?
RAJ Campbell, CS Forbes, KG Koedijk, P Kofman
Journal of Empirical Finance 15 (2), 287-309, 2008
Bayesian analysis of the stochastic conditional duration model
CM Strickland, CS Forbes, GM Martin
Computational statistics & data analysis 50 (9), 2247-2267, 2006
Community attitudes to assisted reproductive technology: a 20‐year trend
GT Kovacs, G Morgan, EC Wood, D Howlett, C Forbes
Medical Journal of Australia 179 (10), 536-538, 2003
Bayesian arbitrage threshold analysis
CS Forbes, GRJ Kalb, P Kofhian
Journal of Business & Economic Statistics 17 (3), 364-372, 1999
Lifetime and intergenerational experiences of homelessness in Australia
P Flatau
Australian Housing and Urban Research Institute, 2013
Mental illness and its effects on labour market outcomes.
K Cornwell, C Forbes, B Inder, G Meadows
The journal of mental health policy and economics 12 (3), 107-118, 2009
Inference on self‐exciting jumps in prices and volatility using high‐frequency measures
W Maneesoonthorn, CS Forbes, GM Martin
Journal of Applied Econometrics 32 (3), 504-532, 2017
Measuring the cost of leaving care in Victoria
C Forbes, B Inder, S Raman
Children Australia 31 (3), 26-33, 2006
Bayesian approaches to segmenting a simple time series
JJ Oliver, CS Forbes
Statistical distributions
B Peacock, N Hastings, M Evans, CS Forbes
Wiley, 2013
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
CM Strickland, GM Martin, CS Forbes
Computational Statistics & Data Analysis 52 (6), 2911-2930, 2008
Probabilistic forecasts of volatility and its risk premia
W Maneesoonthorn, GM Martin, CS Forbes, SD Grose
Journal of Econometrics 171 (2), 217-236, 2012
Worker time and the cost of stability
S Tregeagle, E Cox, C Forbes, C Humphreys, C O'Neill
Children and Youth Services Review 33 (7), 1149-1158, 2011
Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman filter
CS Forbes, GM Martin, J Wright
Econometric Reviews 26 (2-4), 387-418, 2007
High-frequency jump tests: Which test should we use?
W Maneesoonthorn, GM Martin, CS Forbes
Journal of econometrics 219 (2), 478-487, 2020
Bayesian estimation of a stochastic volatility model using option and spot prices
CS Forbes, GM Martin, J Wright
Monash University, Department of Econometrics and Business Statistics, 2002
Implicit Bayesian inference using option prices
GM Martin, CS Forbes, VL Martin
Journal of Time Series Analysis 26 (3), 437-462, 2005
Diversification meltdown or the impact of fat tails on conditional correlation?
R Campbell, CS Forbes, K Koedijk, P Kofman
Monash University, 2003
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