Luc Bauwens

Citée par

	Toutes	Depuis 2018
Citations	10566	2589
indice h	41	23
indice i10	74	42

660

330

165

495

199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202339 35 39 50 42 43 31 51 40 39 77 92 118 188 248 276 329 354 548 505 568 508 576 586 595 584 649 513 522 536 504 468 468 90

Accès public

Tout afficher

9 articles

1 article

disponibles

non disponibles

Sur la base des exigences liées au financement

Coauteurs

Jeroen VK RomboutsESSEC Business SchoolAdresse e-mail validée de essec.edu
Lubrano MichelAMSE-GREQAM, AMUAdresse e-mail validée de univmed.fr
Sébastien LaurentAMSE, IAE, Aix-Marseille UniversitéAdresse e-mail validée de iae-aix.com
David VeredasVlerick Business SchoolAdresse e-mail validée de vlerick.com
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di SalernoAdresse e-mail validée de unisa.it
Walid Ben OmraneProfessor of Finance, Goodman School of BusinessAdresse e-mail validée de brocku.ca
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveAdresse e-mail validée de uclouvain.be
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, AustriaAdresse e-mail validée de univie.ac.at
Jean-Francois RichardProfessor of EconomicsAdresse e-mail validée de pitt.edu
Genaro SucarratBI Norwegian Business SchoolAdresse e-mail validée de bi.no
Dimitris KorobilisProfessor of Econometrics, University of GlasgowAdresse e-mail validée de glasgow.ac.uk
Joachim GrammigProfessor of Econometrics, University of TübingenAdresse e-mail validée de uni-tuebingen.de
Gary KoopProfessor of Economics, University of StrathclydeAdresse e-mail validée de strath.ac.uk
Victor GinsburghECARES, Unib-vesrité libre de BruxellesAdresse e-mail validée de ulb.ac.be
LOUIS EECKHOUDTieseg school of managementAdresse e-mail validée de fucam.ac.be
Giordano MionProfessor, Department of Economics, ESSEC Business SchoolAdresse e-mail validée de essec.edu
JACQUES THISSEprofesseur d'universitéAdresse e-mail validée de uclouvain.be
Winfried PohlmeierProfessor of Economics and Econometrics, University of KonstanzAdresse e-mail validée de uni-konstanz.de
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), RomeAdresse e-mail validée de sose.it
Francesco ViolanteENSAE - CRESTAdresse e-mail validée de ensae.fr

Suivre

Luc Bauwens

Professor of Economics, Université catholique de Louvain

Adresse e-mail validée de uclouvain.be - Page d'accueil

Financial Econometrics Time Series Econometrics Bayesian Econometrics


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	2740	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OUP Oxford, 2000	672	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	640	1987
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks L Bauwens, P Giot Annales d'Economie et de Statistique, 117-149, 2000	554	2000
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models L Bauwens, S Laurent Journal of Business & Economic Statistics 23 (3), 346-354, 2005	424	2005
The stochastic conditional duration model: a latent variable model for the analysis of financial durations L Bauwens, D Veredas Journal of econometrics 119 (2), 381-412, 2004	370	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	324	1998
News announcements, market activity and volatility in the euro/dollar foreign exchange market L Bauwens, WB Omrane, P Giot Journal of International Money and Finance 24 (7), 1108-1125, 2005	306	2005
Modelling financial high frequency data using point processes L Bauwens, N Hautsch Handbook of financial time series, 953-979, 2009	286	2009
A comparison of financial duration models via density forecasts L Bauwens, P Giot, J Grammig, D Veredas International Journal of Forecasting 20 (4), 589-609, 2004	265	2004
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	249*	2012
Changing trade patterns in manufactured goods: An econometric investigation B Balassa, L Bauwens Elsevier, 2014	214	2014
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	214	2010
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2001	203	2001
Ranking economics departments in Europe: a statistical approach M Lubrano, L Bauwens, A Kirman, C Protopopescu Journal of the European Economic Association 1 (6), 1367-1401, 2003	172	2003
Asymmetric ACD models: introducing price information in ACD models L Bauwens, P Giot Empirical Economics 28, 709-731, 2003	151	2003
The determinants of intra-European trade in manufactured goods B Balassa, L Bauwens European Economic Review 32 (7), 1421-1437, 1988	150	1988
Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014	118	2014
Stochastic conditional intensity processes L Bauwens, N Hautsch Journal of Financial Econometrics 4 (3), 450-493, 2006	115	2006
Bayesian option pricing using asymmetric GARCH models L Bauwens, M Lubrano Journal of Empirical Finance 9 (3), 321-342, 2002	111	2002

Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.

Articles 1–20

Nombre de citations par an

Citations en double

Citations fusionnées

Ajouter les coauteursCoauteurs

Suivre

Citée par

Coauteurs