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Forbes, Catherine S.

Co-Author Distance
Author ID: forbes.catherine-s Recent zbMATH articles by "Forbes, Catherine S."
Published as: Forbes, Catherine S.; Forbes, Catherine
Documents Indexed: 12 Publications since 2003, including 1 Book
Co-Authors: 19 Co-Authors with 12 Joint Publications
165 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
6 Martin, Gael M.
3 Maneesoonthorn, Worapree
2 Strickland, Chris M.
1 Cooper, Alex
1 Evans, Merran A.
1 Grose, Simone D.
1 Hastings, Nicholas
1 Hwang, Inchang
1 In, Francis Haeuck
1 Kennedy, Lauren
1 Martin, Vance L.
1 Panagiotelis, Anastasios
1 Peacock, Brian
1 Simpson, Dan
1 Snyder, Ralph D.
1 Tomasetti, Nathaniel
1 Vehtari, Aki
1 Wright, Jill D.
1 Xu, Simon
all top 5

Serials

2 Journal of Econometrics
2 Computational Statistics and Data Analysis
2 Statistics and Computing
1 Journal of Time Series Analysis
1 Econometric Reviews
1 Studies in Nonlinear Dynamics and Econometrics
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance

Fields

9 Statistics (62-XX)
4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Numerical analysis (65-XX)
1 Computer science (68-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

10 Publications have been cited 113 times in 111 Documents Cited by ▼ Year ▼
Statistical distributions. 4th ed. Zbl 1258.62012
Forbes, Catherine; Evans, Merran; Hastings, Nicholas; Peacock, Brian
63
2011
Bayesian analysis of the stochastic conditional duration model. Zbl 1445.62241
Strickland, Chris M.; Forbes, Catherine S.; Martin, Gael M.
17
2006
Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Zbl 1452.62680
Strickland, Chris M.; Martin, Gael M.; Forbes, Catherine S.
10
2008
Probabilistic forecasts of volatility and its risk premia. Zbl 1443.62364
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.; Grose, Simone D.
6
2012
Implicit Bayesian inference using option prices. Zbl 1087.62119
Martin, Gael M.; Forbes, Catherine S.; Martin, Vance L.
4
2005
Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman filter. Zbl 1112.62118
Forbes, Catherine S.; Martin, Gael M.; Wright, Jill
3
2007
Systemic risk in the European sovereign and banking system. Zbl 1402.91861
Xu, Simon; In, Francis; Forbes, Catherine; Hwang, Inchang
3
2017
Updating variational Bayes: fast sequential posterior inference. Zbl 1477.62016
Tomasetti, Nathaniel; Forbes, Catherine; Panagiotelis, Anastasios
3
2022
High-frequency jump tests: which test should we use? Zbl 1464.62420
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.
3
2020
Reconstructing the Kalman filter for stationary and non stationary time series. Zbl 1080.91566
Snyder, Ralph D.; Forbes, Catherine S.
1
2003
Updating variational Bayes: fast sequential posterior inference. Zbl 1477.62016
Tomasetti, Nathaniel; Forbes, Catherine; Panagiotelis, Anastasios
3
2022
High-frequency jump tests: which test should we use? Zbl 1464.62420
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.
3
2020
Systemic risk in the European sovereign and banking system. Zbl 1402.91861
Xu, Simon; In, Francis; Forbes, Catherine; Hwang, Inchang
3
2017
Probabilistic forecasts of volatility and its risk premia. Zbl 1443.62364
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.; Grose, Simone D.
6
2012
Statistical distributions. 4th ed. Zbl 1258.62012
Forbes, Catherine; Evans, Merran; Hastings, Nicholas; Peacock, Brian
63
2011
Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Zbl 1452.62680
Strickland, Chris M.; Martin, Gael M.; Forbes, Catherine S.
10
2008
Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman filter. Zbl 1112.62118
Forbes, Catherine S.; Martin, Gael M.; Wright, Jill
3
2007
Bayesian analysis of the stochastic conditional duration model. Zbl 1445.62241
Strickland, Chris M.; Forbes, Catherine S.; Martin, Gael M.
17
2006
Implicit Bayesian inference using option prices. Zbl 1087.62119
Martin, Gael M.; Forbes, Catherine S.; Martin, Vance L.
4
2005
Reconstructing the Kalman filter for stationary and non stationary time series. Zbl 1080.91566
Snyder, Ralph D.; Forbes, Catherine S.
1
2003
all cited Publications top 5 cited Publications
all top 5

Cited by 253 Authors

7 Martin, Gael M.
4 Forbes, Catherine S.
3 McCausland, William J.
3 Perera, Indeewara
2 Bekiryazici, Zafer
2 Kesemen, Tulay
2 Maneesoonthorn, Worapree
2 Marley, Anthony A. J.
2 McLachlan, Geoffrey John
2 Merdan, Mehmet
2 Nguyen, Hien Duy
2 Omori, Yasuhiro
2 Proietti, Tommaso
2 Strickland, Chris M.
1 Abraham, Bovas
1 Adejumo, Adebowale Olusola
1 Aghdam, Rosa
1 Aksoy, Ertugǧrul
1 Alvarez, Francisco J. Rubio
1 Amendola, Alessandra
1 Amir, Amnon
1 Archibald, Blyth C.
1 Aydoğdu, Halil
1 Ayyoub, Heba N.
1 Bauwens, Luc Claude A.
1 Bayarri, Maria J.
1 Belitser, Eduard
1 Belsley, David A.
1 Beyer, Hans-Georg
1 Bhattacharjee, Atanu
1 Bianchi, Michele Leonardo
1 Biçer, Cenker
1 Biçer, Hayrinisa Demirci
1 Binny, Rachelle N.
1 Boldinov, V. A.
1 Borowska, Agnieszka
1 Bortoluzzo, Adriana B.
1 Boto, João Pedro
1 Brill, Barak
1 Brincat, Scott L.
1 Brown, Suzie
1 Browning, Alexander P.
1 Bukhalev, V. A.
1 Büsing, Christina
1 Caelen, Olivier
1 Campbell McCuaig, T.
1 Castellanos, María Eugenia
1 Chakrabarty, Manisha
1 Chen, Piao
1 Cheng, Philip E.
1 Christou, Nicolas
1 Cipollini, Fabrizio
1 Cornalba, Federico
1 Csikvári, Péter
1 Czado, Claudia
1 Danaher, Peter J.
1 Davis, Mark Herbert Ainsworth
1 De Gaetano, Davide
1 Denham, Robert
1 Dinov, Ivo D.
1 Dogǧan, Mustafa İsa
1 Eslahchi, Changiz
1 Estevens, Joana
1 Feigin, Paul David
1 Fellingham, Gilbert W.
1 Fok, Dennis
1 Forbes, Florence
1 Franses, Philip Hans
1 Freeland, Keith
1 Frühwirth-Schnatter, Sylvia
1 Fu, Sheng
1 Gallo, Giampiero M.
1 Gamrot, Wojciech
1 Ganjali, Mojtaba
1 Gao, Jiti
1 Gao, Rui
1 Gerlach, Richard H.
1 Ghiț, Bogdan
1 Giacalone, Massimiliano
1 Glen, Andrew G.
1 Górajski, Mariusz
1 Gordinsky, Anatoly
1 Gould, Phillip G.
1 Gradojevic, Nikola
1 Grassi, Stefano
1 Grazian, Clara
1 Grose, Simone D.
1 Gunawan, David
1 Häfner, Samuel
1 Hartman, Brian M.
1 Hasse, Christian
1 Hautsch, Nikolaus
1 Heller, Ruth
1 Heller, Yuval
1 Hu, Lixia
1 Hyndman, Rob J.
1 Iliashov, O. A.
1 Jana, Ranjan Kumar
1 Jenkins, Paul A.
1 Jodrá, Pedro
...and 153 more Authors
all top 5

Cited in 68 Serials

16 Computational Statistics and Data Analysis
7 Journal of Econometrics
4 Quantitative Finance
3 Communications in Statistics. Theory and Methods
3 Journal of Applied Statistics
3 Journal of Computational and Graphical Statistics
3 Statistics and Computing
2 Information Sciences
2 Journal of Mathematical Psychology
2 Theoretical Computer Science
2 Annals of Operations Research
2 Computational Statistics
2 Journal of Statistical Computation and Simulation
2 International Journal of Applied Mathematics and Computer Science
2 The Annals of Applied Statistics
2 Bayesian Analysis
1 Journal of Computational Physics
1 Journal of Fluid Mechanics
1 Journal of Mathematical Analysis and Applications
1 Mathematical Biosciences
1 Physica A
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 British Journal of Mathematical & Statistical Psychology
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Metron
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 Journal of Time Series Analysis
1 Sequential Analysis
1 Statistical Science
1 Econometric Reviews
1 Machine Learning
1 Random Structures & Algorithms
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 SIAM Journal on Mathematical Analysis
1 Stochastic Processes and their Applications
1 Cybernetics and Systems Analysis
1 Test
1 Journal of Computer and Systems Sciences International
1 Statistica Sinica
1 Monte Carlo Methods and Applications
1 Annals of Mathematics and Artificial Intelligence
1 Mathematical Population Studies
1 Abstract and Applied Analysis
1 Studies in Nonlinear Dynamics and Econometrics
1 Australian & New Zealand Journal of Statistics
1 Chaos
1 The Econometrics Journal
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Communications in Nonlinear Science and Numerical Simulation
1 Review of Derivatives Research
1 REVSTAT
1 Boletim da Sociedade Paranaense de Matemática. Terceira Série
1 Mathematical Biosciences and Engineering
1 Electronic Journal of Statistics
1 Advances in High Energy Physics
1 Mathematical Geosciences
1 Theoretical Economics
1 Journal of Probability and Statistics
1 Quantitative Economics
1 Iranian Journal of Mathematical Sciences and Informatics
1 Journal of Theoretical Biology
1 Palestine Journal of Mathematics
1 EURO Journal on Computational Optimization
1 Stat
all top 5

Cited in 23 Fields

78 Statistics (62-XX)
23 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
19 Probability theory and stochastic processes (60-XX)
12 Numerical analysis (65-XX)
7 Operations research, mathematical programming (90-XX)
6 Biology and other natural sciences (92-XX)
5 Computer science (68-XX)
5 Systems theory; control (93-XX)
4 General and overarching topics; collections (00-XX)
3 Special functions (33-XX)
3 Ordinary differential equations (34-XX)
3 Statistical mechanics, structure of matter (82-XX)
2 Combinatorics (05-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Real functions (26-XX)
2 Partial differential equations (35-XX)
2 Fluid mechanics (76-XX)
1 Number theory (11-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Differential geometry (53-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year