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Displaying 2 results.
    • Journal article
    A Gibbs sampling approach to cointegration
    Bauwens, Luc[UCL] Giot, Pierre[UCL] (1998) Computational Statistics — Vol. 13, no. 3, p. 339-368 (1998)
    • WorkingPaper
    Asymmetric ACD models: introducing price information in ACD models with a two state transition model
    Bauwens, Luc[UCL] Giot, Pierre (1998)