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All Publications

Displaying 20 results.
    • 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
    Testing conditional asymmetry: A residual-based approach
    Lambert, Philippe[UCL] Laurent, Sébastien Veredas, David (2012) Journal of Economic Dynamics and Control — Vol. 36, no. 8, p. 1229-1247 (2012)
    • 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
    Monitoring and forecasting annual public deficit every month: the case of France
    Silvestrini, Andrea[UCL] Salto, Matteo Moulin, Laurent Veredas, David[UCL] (2008) Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna — Vol. 34, no. 3, p. 493-524 (2008)
    • Journal article
    The stochastic conditional duration model: a latent variable model for the analysis of financial durations
    Bauwens, Luc[UCL] Veredas, David[UCL] (2004) Journal of Econometrics — Vol. 119, no. 2, p. 381-412 (2004)