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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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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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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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The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
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General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc (contributor); Sucarrat, Genaro (contributor) - 2008
Persistent link: https://www.econbiz.de/10003774414
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On marginal likelihood computation in change-point models
Bauwens, Luc; Rombouts, Jeroen V. K. - 2009
Persistent link: https://www.econbiz.de/10003965962
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V. K. - 2011
Persistent link: https://www.econbiz.de/10009504878