//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bauwens, Luc"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Statistik"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Bayes-Statistik
17
Bayesian inference
17
ARCH model
14
ARCH-Modell
14
Markov chain
10
Markov-Kette
10
Estimation theory
6
Risikomaß
6
Risk measure
6
Sampling
6
Schätztheorie
6
Stichprobenerhebung
6
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Heteroscedasticity
5
Heteroskedastizität
5
Capital income
4
Kapitaleinkommen
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Multivariate Analyse
4
Multivariate analysis
4
Statistical theory
4
Statistische Methodenlehre
4
Börsenkurs
3
Dynamische Wirtschaftstheorie
3
Econometrics
3
Economic dynamics
3
Estimation
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Share price
3
USA
3
United States
3
Ökonometrie
3
more ...
less ...
Online availability
All
Free
22
Type of publication
All
Book / Working Paper
34
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
36
Working Paper
36
Graue Literatur
34
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
34
Author
All
Bauwens, Luc
Härdle, Wolfgang
143
Linton, Oliver
135
Chernozhukov, Victor
116
Phillips, Peter C. B.
106
Gao, Jiti
105
Dijk, Herman K. van
101
Dette, Holger
96
Pesaran, M. Hashem
83
Kapetanios, George
81
Marcellino, Massimiliano
71
McAleer, Michael
71
Koop, Gary
70
Ravazzolo, Francesco
69
Chen, Xiaohong
60
Croux, Christophe
57
Minford, Patrick
57
Otsu, Taisuke
50
Berg, Gerard J. van den
48
Fernández-Val, Iván
48
Scaillet, Olivier
48
Kilian, Lutz
46
Schorfheide, Frank
46
Casarin, Roberto
45
Cherchye, Laurens
45
Caporale, Guglielmo Maria
44
Clark, Todd E.
44
Newey, Whitney K.
43
Teräsvirta, Timo
43
Feng, Yuanhua
42
Robert, Christian P.
42
Rock, Bram de
42
Horowitz, Joel
41
Lee, Sokbae
41
Lewbel, Arthur
40
Martin, Gael M.
40
Kitagawa, Toru
39
Sentana, Enrique
39
Franses, Philip Hans
38
Kleijnen, Jack P. C.
38
Wolf, Michael
38
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
CORE discussion papers : DP
11
CORE discussion paper : DP
8
Discussion papers / UCL, Département des Sciences Economiques
6
Discussion paper / Tinbergen Institute
4
CREATES research paper
2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Econometric Institute research papers
1
LIDAM discussion paper CORE
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
3
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
-
2015
Persistent link: https://www.econbiz.de/10010484019
Saved in:
4
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:
5
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
Saved in:
6
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
7
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
Saved in:
8
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/10009382620
Saved in:
9
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
10
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526672
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->