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Displaying 1 - 25 of 122 results.

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    • BookChapter
    Volatility Models
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Laurent, Sébastien (2012) Handbook of Volatility Models and Their Applications — [ISBN : 978-0-470-87251-2]
    • Journal article
    Theory and inference for a Markov switching GARCH model
    Bauwens, Luc[UCL] Preminger, Arie[UCL] Rombouts, Jeroen[UCL] (2009) The Econometrics Journal — Vol. 13, no. 2, p. 218-244 (2010)
    • Journal article
    Multivariate mixed normal conditional heteroskedasticity
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen[UCL] (2007) Computational Statistics & Data Analysis — Vol. 51, no. 7, p. 3551-3566 (Avril 2007)
    • Journal article
    De l'intérêt des méthodes d'évaluation dans la décision et la pratique du médecin
    Lebrun, T. Eeckhoudt, Louis Sailly, J.-C. Bauwens, Luc[UCL] (1987) Journal d'Economie Médicale — Vol. 5, p. 183-199 (1987)
    • Journal article
    Econometric analysis of intra-daily trading activity on the Tokyo stock exchange
    Bauwens, Luc[UCL] (2006) Monetary and Economic Studies — Vol. 24, no. 1, p. 1-23 (2006)
    • Journal article
    Bayesian Clustering of Many Garch Models
    Bauwens, Luc[UCL] Rombouts, Jeroen (2007) Econometric Reviews — Vol. 26, no. 2-4, p. 365-386 (Mars 2007)
    • Journal article
    Ranking economics departments in Europe: a statistical approach
    Lubrano, Michel Kirman, Alan Protopopescu, Camelia Bauwens, Luc[UCL] (2003) Journal of the European Economic Association — Vol. 1, no. 6, p. 1367–1401 (Décembre 2003)
    • Journal article
    Recent developments in high frequency financial econometrics - Editor's introduction
    Bauwens, Luc[UCL] Pohlmeier, W. Veredas, David[UCL] (2006) Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna — Vol. 30, no. 4, p. 791-794 (2006)
    • Journal article
    Bayesian inference for the mixed conditional heteroskedasticity model
    Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2007) Econometrics Journal — Vol. 10, no. 2, p. 408-425 (Juillet 2007)
    • Journal article
    Bayesian and Classical Econometric Modeling of Time-series - Introduction
    Bauwens, Luc[UCL] Lubrano, M. (1995) Journal of Econometrics — Vol. 69, no. 1, p. 1-4 (1995)
    • Journal article
    A comparison of financial duration models via density forecasts
    Bauwens, Luc[UCL] Grammig, Joachim Giot, Pierre[FUNDP] Veredas, David (2004) International Journal of Forecasting — Vol. 20, no. 4, p. 589-609 (2004)
    • Journal article
    Efficient importance sampling for ML estimation of SCD models
    Bauwens, Luc[UCL] Galli, Fausto[UCL] (2009) Computational Statistics & Data Analysis — Vol. 53, no. 6, p. 1974-1992 (Avril 2009)
    • BookChapter
    Approximate HPD regions for testing residual autocorrelation using augmented regressions
    Bauwens, Luc[UCL] (1993) Computer Intensive Methods in Statistics —
    • Journal article
    News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
    Bauwens, Luc[UCL] Giot, Pierre[FUNDP] Ben Omrane, Walid (2005) Journal of International Money and Finance — Vol. 24 Iss. 7, p. 1108-1125 (2005)
    • Journal article
    The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks
    Bauwens, Luc[UCL] Giot, Pierre[UCL] (2000) Annales d'économie et de statistique — Vol. 60, p. 117-149 (2000)
    • Journal article
    A 1-1 poly-t random variable generator with application to Monte-Carlo integration
    Bauwens, Luc[UCL] Richard, JF. (1985) Journal of Econometrics — Vol. 29, no. 1-2, p. 19-46 (1985)
    • Journal article
    Bayesian inference on GARCH models using the Gibbs sampler
    Bauwens, Luc[UCL] Lubrano, Michel (1998) The Econometrics Journal — Vol. 1, p. C23-C46 (1998)
    • Journal article
    Bayesian Specification Analysis and Estimation of Simultaneous Equation Models Using Monte-carlo Methods
    Zellner, A. Bauwens, Luc[UCL] Vandijk, HK. (1988) Journal of Econometrics — Vol. 38, no. 1-2, p. 39-72 (1988)

Pages