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person:"Bauwens, Luc"
subject:"Statistische Methodenlehre"
~person:"Urbain, Jean-Pierre"
~subject:"Correlation"
~type_genre:"Graue Literatur"
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Statistische Methodenlehre
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Bauwens, Luc
Urbain, Jean-Pierre
Pesaran, M. Hashem
11
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7
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
3
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
Saved in:
6
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
7
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10000948275
Saved in:
8
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold
;
Bauwens, Luc
;
Dijk, Herman K. van
-
1987
Persistent link: https://www.econbiz.de/10000747362
Saved in:
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