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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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Discrete choice modelling in airline network management
Grammig, Joachim; Hujer, Reinhard; Scheidler, Michael - In: Journal of applied econometrics 20 (2005) 4, pp. 467-486
Persistent link: https://www.econbiz.de/10002987679
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Multivariate volatility modeling of electricity futures
Bauwens, Luc; Hafner, Christian M.; Pierret, Diane - In: Journal of applied econometrics 28 (2013) 5, pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
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Special issue: The econometrics of industrial organization
Bauwens, Luc (contributor); Escribano, Álvaro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003619565
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
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The contribution of structural break models to forecasting macroeconomic series
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - In: Journal of applied econometrics 30 (2015) 4, pp. 596-620
Persistent link: https://www.econbiz.de/10011332857