19972022

Research output per year

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Research Output

2020

High-frequency jump tests: which test should we use?

Maneesoonthorn, W., Martin, G. M. & Forbes, C. S., 2020, (Accepted/In press) In : Journal of Econometrics. 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

Discussion of ‘Deep learning for finance: deep portfolios’

Forbes, C. S. & Maneesoonthorn, W., 1 Jan 2017, In : Applied Stochastic Models in Business and Industry. 33, 1, p. 13-15 3 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

1 Citation (Scopus)

Inference on self-exciting jumps in prices and volatility using high-frequency measures

Maneesoonthorn, W., Forbes, C. S. & Martin, G. M., Apr 2017, In : Journal of Applied Econometrics. 32, 3, p. 504-532 29 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Systemic risk in the European sovereign and banking system

Xu, S., In, F., Forbes, C. & Hwang, I., 3 Apr 2017, In : Quantitative Finance. 17, 4, p. 633-656 24 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)
2016

In-sample confidence bands and out-of-sample forecast bands for time-varying parameters: Some comments

Forbes, C., 2016, In : International Journal of Forecasting. 32, 3, p. 888-890 3 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

2014

Comment on article by Windle and Carvalho

Forbes, C., 2014, In : Bayesian Analysis. 9, 4, p. 805-808 4 p.

Research output: Contribution to journalArticleOtherpeer-review

2013

Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models

Ng, J. W. J., Forbes, C. S., Martin, G. M. & McCabe, B. P. M., 2013, In : International Journal of Forecasting. 29, 3, p. 411 - 430 20 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)
2012

Probabilistic forecasts of volatility and its risk premia

Maneesoonthorn, W., Martin, G. M., Forbes, C. S. & Grose, S. D., 2012, In : Journal of Econometrics. 171, 2, p. 217 - 236 20 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)
2011

Foster care and adoption: Carer/parent hours over and above 'ordinary parenting'

Forbes, C., O'Neill, C., Humphreys, C., Tregeagle, S. & Cox, E., 2011, In : Children Australia. 36, 2, p. 56 - 65 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Statistical Distributions

Forbes, C., Evans, M. G. A., Hastings, N. A. & Peacock, B., 2011, Hoboken NJ USA: John Wiley & Sons. 212 p.

Research output: Book/ReportBookResearch

Worker time and the cost of stability

Tregeagle, S., Cox, E., Forbes, C., Humphreys, C. & O'Neill, C., 2011, In : Children and Youth Services Review. 33, 7, p. 1149 - 1158 10 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)
2010

Research report summary: The cost of support for stable foster care and adoption placements

O'Neill, C., Tregeagle, S., Forbes, C., Cox, E. & Humphreys, C., 2010, In : Developing Practice. 27, Summer 2010, p. 28 - 37 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

Intergenerational homelessness and the intergenerational use of homelessness services

Flatau, P., Eardley, T., Spooner, C. & Forbes, C. S., 2009, 119 ed. Australia: Australian Housing and Urban Research Institute. 26 p.

Research output: Book/ReportCommissioned ReportResearchpeer-review

Mental Illness and its effects on labour market outcomes

Cornwell, K. A., Forbes, C. S., Inder, B. A. & Meadows, G. N., 2009, In : Journal of Mental Health Policy and Economics. 12, 3, p. 107 - 118 12 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)
2008

Increasing correlations or just fat tails?

Campbell, R. A. J., Forbes, C. S., Koedijk, K. G. & Kofman, P., 2008, In : Journal of Empirical Finance. 15, 2, p. 287 - 309 23 p.

Research output: Contribution to journalArticleResearchpeer-review

34 Citations (Scopus)

Parameterisation and efficient MCMC estimation of non-Gaussian state space models

Strickland, C. M., Martin, G. M. & Forbes, C. S., 2008, In : Computational Statistics and Data Analysis. 52, 6, p. 2911 - 2930 20 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)
2007

Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman Filter

Forbes, C. S., Martin, G. M. & Wright, J. D., 2007, In : Econometric Reviews. 26, 2-4, p. 387 - 418 32 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)
2006

Bayesian analysis of the stochastic conditional duration model

Strickland, C. M., Forbes, C. S. & Martin, G. M., 2006, In : Computational Statistics and Data Analysis. 50, 9, p. 2247 - 2267 21 p.

Research output: Contribution to journalArticleResearchpeer-review

24 Citations (Scopus)

Forecasting with exponential smoothing: Exact prediction distributions in the presence of model uncertainty

Forbes, C. S., Snyder, R. D. & Shami, R. G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au/: The Econometric Society, p. 1 - 19 19 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Measuring the cost of leaving care in Victoria

Forbes, C. S., Inder, B. A. & Raman, S., 2006, In : Children Australia. 31, 3, p. 26 - 33 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Parameterisation and efficient MCMC estimation of non-Gaussian state space models

Strickland, C. M., Martin, G. M. & Forbes, C. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 33 33 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

2005

Implicit Bayesian inference using option prices

Martin, G. M., Forbes, C. S. & Martin, V. L., 2005, In : Journal of Time Series Analysis. 26, 3, p. 437 - 462 26 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Investing for success: The economics of supporting young people leaving care

Raman, S., Inder, B. A. & Forbes, C. S., 2005, Melbourne Vic Australia: Centre for Excellence in Child and Family Welfare. 68 p.

Research output: Book/ReportCommissioned ReportResearch

2003

Community attitudes to assisted reproductive technology: a 20-year trend

Kovacs, G. T., Morgan, G., Wood, E. C., Forbes, C. S. & Howlett, D., 2003, In : The Medical Journal of Australia. 179, 10, p. 536 - 538 3 p.

Research output: Contribution to journalArticleResearchpeer-review

34 Citations (Scopus)

Reconstructing the Kalman filter for stationary and non stationary time series

Snyder, R. D. & Forbes, C. S., 2003, In : Studies in Nonlinear Dynamics & Econometrics. 7, 2, p. 1 - 18 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
1999

A Bayesian soft target zone analysis

Forbes, C. S. & Kofman, P., 1999, Proceedings: ESAM99 (Econometric Society Australasian Meeting). Sydney NSW Australia: University of Technology, Sydney, p. 1 - 21 21 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

A non-credible taraget zone model for exchange rate data

Forbes, C. S. & Kofman, P., 1999, Proceedings: Queensland Finance Conference 1999. Brisbane Qld Australia: Queensland University of Technology, p. 1 - 18 18 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

A structural model with switching regime

Shami, R. G. & Forbes, C. S., 1999, Proceedings: ESAM99 (Econometric Society Australasian Meeting). Sydney NSW Australia: University of Technology, Sydney, p. 1 - 16 16 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Bayesian arbitrage threshold analysis

Forbes, C. S., Kalb, G. R. J. & Kofman, P., 1999, In : Journal of Business & Economic Statistics. p. 364 - 372 9 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Understanding the Kalman filter: An object oriented programming perspective

Forbes, C. S., 1999, Melbourne Vic Australia: Monash University Publishing. 11 p.

Research output: Book/ReportBookOther

Using simulation methods for bayesian econometric models: inference, development and communication: Some comments

Martin, G. M. & Forbes, C. S., 1999, In : Econometric Reviews. 18, 1, p. 113-118 6 p.

Research output: Contribution to journalArticleResearchpeer-review

64 Citations (Scopus)
1997

Bayesian approaches to segmenting a simple time series

Oliver, J. J. & Forbes, C. S., 1997, Melbourne Vic Australia: Monash University Publishing. 20 p.

Research output: Book/ReportBookOther

Bayesian arbitrage threshold analysis

Forbes, C. S., Kalb, G. R. J. & Kofman, P., 1997, Melbourne Vic Australia: Monash University Publishing. 25 p.

Research output: Book/ReportBookOther

Ergodic distributions of random dynamical systems

Berliner, L. M., Maceachern, S. N. & Forbes, C. S., 1997, In : Fields Institute Communications. p. 171 - 185 15 p.

Research output: Contribution to journalArticleResearchpeer-review