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Displaying 1 - 25 of 125 results.

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    • 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
    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)
    • BookChapter
    Modelling financial high frequency data using point processes
    Bauwens, Luc[UCL] Hautsch, Nicolas (2009) Handbook of financial time series —
    • Journal article
    Stochastic Conditional Intensity Processes
    Bauwens, Luc[UCL] Hautsch, Nikolaus (2006) Journal of Financial Econometrics — Vol. 4, no. 3, p. 450-493 (2006)
    • Journal article
    Exchange rate volatility and the mixture of distribution hypothesis
    Bauwens, Luc[UCL] Rime, Dagfinn Sucarrat, Genaro[UCL] (2006) Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna — Vol. 30, no. 4, p. 889-911 (Janvier 2006)
    • Journal article
    Bayesian option pricing using asymmetric GARCH models
    Bauwens, Luc[UCL] Lubrano, Michel (2002) Journal of Empirical Finance — Vol. 9, no. 3, p. 321 – 342 (Août 2002)
    • Journal article
    Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
    Bauwens, Luc[UCL] Giot, Pierre[UCL] (2000) Bulletin of EU and US inflation and macroeconomic analysis — Vol. 65, p. 49-56 (2000)
    • Journal article
    The resistible decline of European science
    Bauwens, Luc[UCL] Mion, Giordano Thisse, Jacques-François[UCL] (2011) Recherches économiques de Louvain — Vol. 77, no. 4, p. 5-31 (2011)
    • Journal article
    Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
    Bauwens, Luc[UCL] Lubrano, Michel (2007) Econometric Reviews — Vol. 26, no. 2-4, p. 469 - 486 (Mars 2007)
    • Journal article
    Art experts and auctions are pre-sale estimates unbiased and fully informative?
    Bauwens, Luc[UCL] Ginsburgh, Victor (2000) Recherches Economiques de Louvain — Vol. 66, no. 2, p. 131-144 (2000)
    • Journal article
    On marginal likelihood computation in change-point models
    Bauwens, Luc[UCL] Rombouts, Jeroen V.K. (2012) Computational Statistics & Data Analysis — Vol. 56, no. 11, p. 3415-3429 (2012)
    • Journal article
    General-to-specific modelling of exchange rate volatility: a forecast evaluation
    Bauwens, Luc[UCL] Sucarrat, Genaro (2010) International Journal of Forecasting — Vol. 26, no. 4, p. 885-907 (Octobre 2010)
    • Journal article
    A component GARCH model with time varying weights
    Bauwens, Luc[UCL] Storti, Giuseppe (2009) Studies in Nonlinear Dynamics & Econometrics — Vol. 13, no. 2, p. 1-31 (2009)
    • BookChapter
    Econometrics
    Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2004) Handbook of computational statistics : concepts and methods — [ISBN : 978-3-540-40464-4]
    • Journal article
    An Export Model for the Belgian Industry
    Bauwens, Luc[UCL] d'Alcantara, G. (1983) European Economic Review — Vol. 22, no. 3, p. 265-276 (1983)
    • Journal article
    Estimating End-use Demand - a Bayesian-approach
    Bauwens, Luc[UCL] Fiebig, DG. Steel, MFJ. (1994) Journal of Business and Economic Statistics — Vol. 12, no. 2, p. 221-231 (1994)

Pages