Luc Bauwens
Luc Bauwens
Professor of Economics, Université catholique de Louvain
Adresse e-mail validée de - Page d'accueil
Citée par
Citée par
Multivariate GARCH models: a survey
L Bauwens, S Laurent, JVK Rombouts
Journal of applied econometrics 21 (1), 79-109, 2006
Bayesian inference in dynamic econometric models
L Bauwens, M Lubrano, JF Richard
OUP Oxford, 2000
Intra-industry specialisation in a multi-country and multi-industry framework
B Balassa, L Bauwens
The Economic Journal 97 (388), 923-939, 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
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
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
Bayesian inference on GARCH models using the Gibbs sampler
L Bauwens, M Lubrano
The Econometrics Journal 1 (1), C23-C46, 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
Modelling financial high frequency data using point processes
L Bauwens, N Hautsch
Handbook of financial time series, 953-979, 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
Handbook of volatility models and their applications
L Bauwens, CM Hafner, S Laurent
John Wiley & Sons, 2012
Changing trade patterns in manufactured goods: An econometric investigation
B Balassa, L Bauwens
Elsevier, 2014
Theory and inference for a Markov switching GARCH model
L Bauwens, A Preminger, JVK Rombouts
The Econometrics Journal 13 (2), 218-244, 2010
Econometric modelling of stock market intraday activity
L Bauwens, P Giot
Springer Science & Business Media, 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
Asymmetric ACD models: introducing price information in ACD models
L Bauwens, P Giot
Empirical Economics 28, 709-731, 2003
The determinants of intra-European trade in manufactured goods
B Balassa, L Bauwens
European Economic Review 32 (7), 1421-1437, 1988
Marginal likelihood for Markov-switching and change-point GARCH models
L Bauwens, A Dufays, JVK Rombouts
Journal of Econometrics 178, 508-522, 2014
Stochastic conditional intensity processes
L Bauwens, N Hautsch
Journal of Financial Econometrics 4 (3), 450-493, 2006
Bayesian option pricing using asymmetric GARCH models
L Bauwens, M Lubrano
Journal of Empirical Finance 9 (3), 321-342, 2002
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20