19972022

Research output per year

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Research Output

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Article
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

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)
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

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

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)

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

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)
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

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)

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

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