Catherine S. Forbes

Monash University - Department of Econometrics & Business Statistics

Wellington Road

Clayton, Victoria 3168

Australia

SCHOLARLY PAPERS

2

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255

CITATIONS

0

Scholarly Papers (2)

1.

Diversification Meltdown or Just Fat Tails?

EFA 2006 Zurich Meetings
Number of pages: 38 Posted: 14 Jun 2006
Tilburg University - Department of Finance, Monash University - Department of Econometrics & Business Statistics, Tilburg University - Department of Finance and The University of Melbourne
Downloads 240 (125,736)

Abstract:

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Exceedance correlation, Truncated correlation, Bivariate Student-t correlation

2.

Implicit Bayesian Inference Using Option Prices

Journal of Time Series Analysis, Vol. 26, No. 3, pp. 437-462, May 2005
Number of pages: 26 Posted: 19 Apr 2005
Gael M. Martin, Catherine S. Forbes and Vance L. Martin
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and University of Melbourne - Department of Economics
Downloads 15 (543,831)
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