Luc Bauwens

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Jeroen VK RomboutsESSEC Business SchoolEmail yang diverifikasi di essec.edu
Sébastien LaurentAMSE, IAE, Aix-Marseille UniversitéEmail yang diverifikasi di iae-aix.com
Lubrano MichelAMSE-GREQAM, AMUEmail yang diverifikasi di univmed.fr
David VeredasVlerick Business SchoolEmail yang diverifikasi di vlerick.com
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di SalernoEmail yang diverifikasi di unisa.it
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveEmail yang diverifikasi di uclouvain.be
Walid Ben OmraneProfessor of Finance, Goodman School of BusinessEmail yang diverifikasi di brocku.ca
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, AustriaEmail yang diverifikasi di univie.ac.at
Jean-Francois RichardProfessor of EconomicsEmail yang diverifikasi di pitt.edu
Genaro SucarratBI Norwegian Business SchoolEmail yang diverifikasi di bi.no
Dimitris KorobilisProfessor of Econometrics, University of GlasgowEmail yang diverifikasi di glasgow.ac.uk
Giordano MionProfessor, Department of Economics, ESSEC Business SchoolEmail yang diverifikasi di essec.edu
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), RomeEmail yang diverifikasi di sose.it
Victor GinsburghECARES, Unib-vesrité libre de BruxellesEmail yang diverifikasi di ulb.ac.be
Joachim GrammigProfessor of Econometrics, University of TübingenEmail yang diverifikasi di uni-tuebingen.de
Gary KoopProfessor of Economics, University of StrathclydeEmail yang diverifikasi di strath.ac.uk
JACQUES THISSEprofesseur d'universitéEmail yang diverifikasi di uclouvain.be
LOUIS EECKHOUDTieseg school of managementEmail yang diverifikasi di fucam.ac.be
Francesco ViolanteIESEG School of ManagementEmail yang diverifikasi di ieseg.fr
Dagfinn RimeBI Norwegian Business School, Department of Financial EconomicsEmail yang diverifikasi di bi.no

Ikuti

Luc Bauwens

Professor of Economics, Université catholique de Louvain

Email yang diverifikasi di uclouvain.be - Beranda

Financial Econometrics Time Series Econometrics Bayesian Econometrics


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	3085	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OuP Oxford, 2000	715	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	677	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	584	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	470	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	392	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	338	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	322	2005
Modelling financial high frequency data using point processes L Bauwens, N Hautsch Handbook of financial time series, 953-979, 2009	315	2009
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	281*	2012
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	280	2004
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	249	2010
Changing trade patterns in manufactured goods: An econometric investigation B Balassa, L Bauwens Elsevier, 2014	229	2014
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2013	213	2013
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	174	2003
The determinants of intra-European trade in manufactured goods B Balassa, L Bauwens European Economic Review 32 (7), 1421-1437, 1988	170	1988
Asymmetric ACD models: introducing price information in ACD models L Bauwens, P Giot Empirical Economics 28, 709-731, 2003	157	2003
Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014	129	2014
Stochastic conditional intensity processes L Bauwens, N Hautsch Journal of Financial Econometrics 4 (3), 450-493, 2006	128	2006
Bayesian option pricing using asymmetric GARCH models L Bauwens, M Lubrano Journal of Empirical Finance 9 (3), 321-342, 2002	113	2002

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