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~person:"Bauwens, Luc"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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Bauwens, Luc
Tsionas, Efthymios G.
82
Koop, Gary
48
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33
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28
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27
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22
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21
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21
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20
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19
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18
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18
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18
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17
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17
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15
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15
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15
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15
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15
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14
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14
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14
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14
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14
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13
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13
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13
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13
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13
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12
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12
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11
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11
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4
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3
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2
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2
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1
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
Adaptive radial-based direction sampling : some flexible and robust
Monte
Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10002361666
Saved in:
3
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Saved in:
4
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
5
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
7
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
8
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
9
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
10
Bayesian inference in dynamic disequilibrium models : an application to the Polish credit market
Bauwens, Luc
;
Lubrano, Michel
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 469-486
Persistent link: https://www.econbiz.de/10003509150
Saved in:
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