High-frequency jump tests: Which test should we use? von Maneesoonthorn, Worapree, Martin, Gael M., Forbes, Catherine S.

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Familial inference: tests for hypotheses on a family of centres von Thompson, Ryan, Forbes, Catherine S, MacEachern, Steven N, Peruggia, Mario

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Parameterisation and efficient MCMC estimation of non-Gaussian state space models von Strickland, Chris M., Martin, Gael M., Forbes, Catherine S.

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Bayesian analysis of the stochastic conditional duration model von Strickland, Chris M., Forbes, Catherine S., Martin, Gael M.

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The determinants of bank loan recovery rates in good times and bad – New evidence von Wang, Hong, Forbes, Catherine S., Fenech, Jean-Pierre, Vaz, John

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INFERENCE ON SELF-EXCITING JUMPS IN PRICES AND VOLATILITY USING HIGH-FREQUENCY MEASURES von MANEESOONTHORN, WORAPREE, FORBES, CATHERINE S., MARTIN, GAEL M.

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The Use of Cell Phone Support for Non-adherent HIV-Infected Youth and Young Adults: An Initial Randomized and Controlled Intervention Trial von Belzer, Marvin E., Naar-King, Sylvie, Olson, Johanna, Sarr, Moussa, Thornton, Sarah, Kahana, Shoshana Y., Gaur, Aditya H., Clark, Leslie F.

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Discussion of ‘Deep learning for finance: deep portfolios’ von Forbes, Catherine S., Maneesoonthorn, Worapree

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Acceptability and Feasibility of a Cell Phone Support Intervention for Youth Living with HIV with Nonadherence to Antiretroviral Therapy von Belzer, Marvin E, Kolmodin MacDonell, Karen, Clark, Leslie F, Huang, Jennifer, Olson, Johanna, Kahana, Shoshana Y, Naar, Sylvie, Sarr, Moussa, Thornton, Sarah

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Probabilistic forecasts of volatility and its risk premia von Maneesoonthorn, Worapree, Martin, Gael M., Forbes, Catherine S., Grose, Simone D.

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Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series von Snyder, Ralph D, Forbes, Catherine S

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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models von Ng, Jason, Forbes, Catherine S., Martin, Gael M., McCabe, Brendan P.M.

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Increasing correlations or just fat tails? von Campbell, Rachel A.J., Forbes, Catherine S., Koedijk, Kees G., Kofman, Paul

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Parameterisation and efficient MCMC estimation of non-Gaussian state space models : Statistical and computational methods in France von STRICKLAND, Chris M, MARTIN, Gael M, FORBES, Catherine S

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Familial inference: tests for hypotheses on a family of centres von Thompson, Ryan, Forbes, Catherine S, MacEachern, Steven N, Peruggia, Mario

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Updating Variational Bayes: Fast sequential posterior inference von Tomasetti, Nathaniel, Forbes, Catherine S, Panagiotelis, Anastasios

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Bayesian analysis of the stochastic conditional duration model: Statistical signal extraction and filtering von STRICKLAND, Chris M, FORBES, Catherine S, MARTIN, Gael M

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Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter von Forbes, Catherine S., Martin, Gael M., Wright, Jill

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Forecasting observables with particle filters: Any filter will do von Leung, Patrick, Forbes, Catherine S, Martin, Gael M, McCabe, Brendan

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The determinants of bank loan recovery rates in good times and bad - new evidence von Wang, Hong, Forbes, Catherine S, Fenech, Jean-Pierre, Vaz, John

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