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"Bauwens, Luc"
Document de travail (Working Paper)
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de Backer, Bruno
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WorkingPaper
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
[UCL]
Hafner, Christian
[UCL]
Rombouts, Jeroen
(2006)
WorkingPaper
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
[UCL]
Rime, Dagfinn
Sucarrat, Genaro
[UCL]
(2005)
WorkingPaper
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
[UCL]
Rombouts, Jeroen
(2005)
WorkingPaper
Bayesian clustering of many GARCH models
Bauwens, Luc
[UCL]
Rombouts, Jeroen
(2003)
WorkingPaper
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
[UCL]
Ben Omrane, Walid
[UCL]
Rengifo, Erick
[UCL]
(2006)
WorkingPaper
Regime switching GARCH models
Bauwens, Luc
[UCL]
Preminger, Arie
[UCL]
Rombouts, Jeroen
(2006)
WorkingPaper
On marginal likelihood computation in change-point models
Bauwens, Luc
[UCL]
Rombouts, Jeroen
(2009)
WorkingPaper
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
[UCL]
Galli, Fausto
[UCL]
(2007)
WorkingPaper
A component GARCH model with time varying weights
Bauwens, Luc
[UCL]
Storti, Giuseppe
(2007)
WorkingPaper
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
Bauwens, Luc
[UCL]
Lubrano, Michel
(2006)
WorkingPaper
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
Preminger, Arie
[UCL]
Rombouts, Jeroen
(2007)
WorkingPaper
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
[UCL]
Laurent, Sébastien
(2002)
WorkingPaper
The moments of Log-ACD models
Bauwens, Luc
[UCL]
Galli, Fausto
[UCL]
Giot, Pierre
[UCL]
(2003)
WorkingPaper
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market
Bauwens, Luc
[UCL]
Ben Omrane, Walid
[UCL]
Giot, Pierre
[UCL]
(2003)
WorkingPaper
Les annonces, l'activité et la volatilité sur le marché des changes euro/dollar
Ben Omrane, Walid
Bauwens, Luc
[UCL]
Giot, Pierre
[FUNDP]
(2003)
WorkingPaper
Ranking economics departments in Europe: a statistical approach
Bauwens, Luc
[UCL]
Kirman, Alan
Lubrano, Michel
Protopopescu, Camelia
(2003)
WorkingPaper
Dynamic latent factor models for intensity processes
Bauwens, Luc
[UCL]
Hautsch, Nikolaus
(2003)
WorkingPaper
Modelling financial high frequency data using point processes.
Bauwens, Luc
[UCL]
Hautsch, Nikolaus
(2006)
WorkingPaper
The resistible decline of European science
Bauwens, Luc
[UCL]
Mion, Giordano
[UCL]
Thisse, Jacques-François
[UCL]
(2007)
WorkingPaper
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
[UCL]
Succarat, Genaro
[UCL]
(2006)
WorkingPaper
Adaptive polar sampling with an application to a bayes measure of value-at-risk
Bauwens, Luc
[UCL]
Bos, Charles S.
Van Dijk, Herman
(1999)
WorkingPaper
The stochastic conditional duration model: a latent factor model for the analysis of financial durations
Bauwens, Luc
[UCL]
Veredas, David
(1999)
WorkingPaper
Asymmetric ACD models: introducing price information in ACD models with a two state transition model
Bauwens, Luc
[UCL]
Giot, Pierre
(1998)
WorkingPaper
Identifying long-run behaviour with non-stationary data
Bauwens, Luc
[UCL]
Hunter, John
(2000)
WorkingPaper
A comparison of financial duration models via density forecasts
Bauwens, Luc
[UCL]
Giot, Pierre
Grammig, Joachim
Veredas, David
(2000)
Pages
1
2
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