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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
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Bayesian inference in dynamic econometric models
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François - 1999 - 1st publ
Persistent link: https://www.econbiz.de/10001371716
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Time-varying cointegration and the UK great ratios
Kapetanios, George; Millard, Stephen Patrick; Petrova, … - 2019
Persistent link: https://www.econbiz.de/10011996512
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A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc; Braione, Manuela; Storti, Giuseppe - 2016
Persistent link: https://www.econbiz.de/10011581858
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Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet; Kapetanios, George - 2014
Persistent link: https://www.econbiz.de/10010419000
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Time varying cointegration and the UK great ratios
Kapetanios, George; Millard, Stephen Patrick; Petrova, … - 2018
Persistent link: https://www.econbiz.de/10012203995
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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai; Bauwens, Luc - 2018
Persistent link: https://www.econbiz.de/10011946395
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A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc; Laurent, Sébastien - 2002
Persistent link: https://www.econbiz.de/10001672395
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A test of m structural breaks under the unit root hypothesis
Kapetanios, George (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145