Luc Bauwens

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

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Luc Bauwens

Professor of Economics, Université catholique de Louvain

Email verificata su uclouvain.be - Home page

Financial Econometrics Time Series Econometrics Bayesian Econometrics


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	3038	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OuP Oxford, 2000	706	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	683	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	582	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	469	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	395	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	342	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	316	2009
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	287*	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	278	2004
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	243	2010
Changing trade patterns in manufactured goods: An econometric investigation B Balassa, L Bauwens Elsevier, 2014	218	2014
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2013	212	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	159	2003
Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014	128	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	115	2002

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