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Displaying 3 results.
    • Journal article
    Forecasting a long memory process subject to structural breaks
    Wang, Cindy Shin-Huei Bauwens, Luc[UCL] Hsiao, Cheng (2013) Journal of Econometrics — Vol. 177, no.2, p. 171-184 (2013)
    • Journal article
    Multivariate volatility modeling of electricity futures
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Pierret, Diane[UCL] (2013) Journal of Applied Econometrics — Vol. 28, no.5, p. 743-761 (2013)
    • BookChapter
    Computationally efficient inference procedures for vast dimensional realized covariance models
    Bauwens, Luc[UCL] Storti, Giuseppe (2013) Complex Methods and Computational Methods in Statistics —