| 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 | 393 | 2004 |
| 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 | 281 | 2004 |
| Temporal aggregation of univariate and multivariate time series models: a survey A Silvestrini, D Veredas Journal of Economic Surveys 22 (3), 458-497, 2008 | 259 | 2008 |
| How much does infrastructure matter to growth in Sub-Saharan Africa A Estache, B Speciale, D Veredas unpublished, World Bank (June 2005), 5-18, 2005 | 128 | 2005 |
| Estimation of stable distributions by indirect inference R Garcia, E Renault, D Veredas Journal of Econometrics 161 (2), 325-337, 2011 | 120 | 2011 |
| How relevant is infrastructure to growth in East Asia? K Seethepalli, MC Bramati, D Veredas World Bank Policy Research Working Paper, 2008 | 94 | 2008 |
| The method of simulated quantiles Y Dominicy, D Veredas Journal of Econometrics 172 (2), 235-247, 2013 | 81 | 2013 |
| What pieces of limit order book information matter in explaining order choice by patient and impatient traders? R Pascual, D Veredas Quantitative Finance 9 (5), 527-545, 2009 | 66 | 2009 |
| Venture capital, credit, and fintech start-up formation: a cross-country study D Kolokas, T Vanacker, D Veredas, SA Zahra Entrepreneurship Theory and Practice 46 (5), 1198-1230, 2022 | 59 | 2022 |
| The impact of macroeconomic news on quote adjustments, noise, and informational volatility N Hautsch, D Hess, D Veredas Journal of Banking & Finance 35 (10), 2733-2746, 2011 | 59 | 2011 |
| Does the open limit order book matter in explaining informational volatility? R Pascual, D Veredas Journal of Financial Econometrics 8 (1), 57-87, 2010 | 59 | 2010 |
| Market liquidity as dynamic factors M Hallin, C Mathias, H Pirotte, D Veredas Journal of econometrics 163 (1), 42-50, 2011 | 50 | 2011 |
| Disentangling systematic and idiosyncratic dynamics in panels of volatility measures M Barigozzi, C Brownlees, GM Gallo, D Veredas Journal of econometrics 182 (2), 364-384, 2014 | 49 | 2014 |
| Estimating and forecasting large panels of volatilities with approximate dynamic factor models M Luciani, D Veredas Journal of Forecasting 34 (3), 163-176, 2015 | 44 | 2015 |
| Ranking systemically important financial institutions M Dungey, M Luciani, D Veredas University of Tasmania, 2023 | 40 | 2023 |
| On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach. D Veredas, JM Rodríguez Poo, A Espasa Nº.: UC3M Working Papers. Statistics and Econometrics 2001-21, 2001 | 38 | 2001 |
| Indirect estimation of elliptical stable distributions MJ Lombardi, D Veredas Computational statistics & data analysis 53 (6), 2309-2324, 2009 | 33 | 2009 |
| Macroeconomic surprises and short-term behaviour in bond futures D Veredas High Frequency Financial Econometrics: Recent Developments, 269-292, 2008 | 33 | 2008 |
| Multivariate hill estimators Y Dominicy, P Ilmonen, D Veredas International Statistical Review 85 (1), 108-142, 2017 | 31 | 2017 |
| Systemic risk in the US: Interconnectedness as a circuit breaker M Dungey, M Luciani, D Veredas Economic Modelling 71, 305-315, 2018 | 28 | 2018 |
Luc BauwensProfessor of Economics, Université catholique de Louvainכתובת אימייל מאומתת בדומיין uclouvain.be