Luc Bauwens

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Jeroen VK RomboutsESSEC Business School確認したメールアドレス: essec.edu
Sébastien LaurentAMSE, IAE, Aix-Marseille Université確認したメールアドレス: iae-aix.com
Lubrano MichelAMSE-GREQAM, AMU確認したメールアドレス: univmed.fr
David VeredasVlerick Business School確認したメールアドレス: vlerick.com
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di Salerno確認したメールアドレス: unisa.it
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-Neuve確認したメールアドレス: uclouvain.be
Walid Ben OmraneProfessor of Finance, Goodman School of Business確認したメールアドレス: brocku.ca
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, Austria確認したメールアドレス: univie.ac.at
Jean-Francois RichardProfessor of Economics確認したメールアドレス: pitt.edu
Genaro SucarratBI Norwegian Business School確認したメールアドレス: bi.no
Dimitris KorobilisProfessor of Econometrics, University of Glasgow確認したメールアドレス: glasgow.ac.uk
Giordano MionProfessor, Department of Economics, ESSEC Business School確認したメールアドレス: essec.edu
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), Rome確認したメールアドレス: sose.it
Victor GinsburghECARES, Unib-vesrité libre de Bruxelles確認したメールアドレス: ulb.ac.be
Joachim GrammigProfessor of Econometrics, University of Tübingen確認したメールアドレス: uni-tuebingen.de
Gary KoopProfessor of Economics, University of Strathclyde確認したメールアドレス: strath.ac.uk
JACQUES THISSEprofesseur d'université確認したメールアドレス: uclouvain.be
LOUIS EECKHOUDTieseg school of management確認したメールアドレス: fucam.ac.be
Francesco ViolanteIESEG School of Management確認したメールアドレス: ieseg.fr
Dagfinn RimeBI Norwegian Business School, Department of Financial Economics確認したメールアドレス: bi.no

フォロー

Luc Bauwens

Professor of Economics, Université catholique de Louvain

確認したメールアドレス: uclouvain.be - ホームページ

Financial Econometrics Time Series Econometrics Bayesian Econometrics


タイトル引用回数順公開年順タイトル順	引用先引用先	年
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	3084	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	583	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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