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~isPartOf:"Journal of applied econometrics"
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ARCH model
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3
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3
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3
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2
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2
1984-2000
1
2002-2010
1
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1
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1
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1
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1
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1
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6
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6
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6
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Bauwens, Luc
6
Laurent, Sébastien
4
Giot, Pierre
2
Grammig, Joachim
2
Hafner, Christian M.
2
Hujer, Reinhard
2
Lubrano, Michel
2
Pierret, Diane
2
Rombouts, Jeroen V. K.
2
Scheidler, Michael
2
Escribano, Alvaro
1
Escribano, Álvaro
1
Koop, Gary
1
Korobilis, Dimitris
1
Rombouts, Jeroen V.K.
1
bauwens, Luc
1
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Journal of applied econometrics
ULB Institutional Repository
4,245
CORE Discussion Papers RP
129
CORE Discussion Papers
82
CORE discussion papers : DP
45
CORE discussion paper : DP
44
Journal of econometrics
43
Journal of Econometrics
18
Discussion papers / UCL, Département des Sciences Economiques
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Working paper / Centre for Financial Research
14
CFR Working Paper
12
CORE Discussion Paper
10
Journal of empirical finance
9
The European journal of finance
9
CFR Working Papers
8
CFS working paper series
7
Cahiers de recherche
7
Empirical Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working Papers ECARES
7
CFS Working Paper Series
6
ECARES working paper
6
Frankfurter volkswirtschaftliche Diskussionsbeiträge
6
International journal of forecasting
6
Jahrbücher für Nationalökonomie und Statistik
6
The econometrics journal
6
CFR working paper
5
Discussion paper / Tinbergen Institute
5
Econometric Institute Research Papers
5
Journal of Applied Econometrics
5
Journal of Empirical Finance
5
Journal of economic dynamics & control
5
The European Journal of Finance
5
Tinbergen Institute Discussion Papers
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Annales d'économie et de statistique
4
Banco de España Working Papers
4
Documentos de trabajo / Banco de España
4
Journal of banking & finance
4
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ECONIS (ZBW)
6
OLC EcoSci
5
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1
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/10006966137
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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/10006959382
Saved in:
5
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/10010158170
Saved in:
6
The Econometrics of Industrial Organization
Bauwens, Luc
;
Escribano, Alvaro
;
Lubrano, Michel
- In:
Journal of applied econometrics
22
(
2007
)
7
,
pp. 1153-1156
Persistent link: https://www.econbiz.de/10007891478
Saved in:
7
Multivariate GARCH models: a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V.K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10006955386
Saved in:
8
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
Saved in:
9
Special issue: The econometrics of industrial organization
Bauwens, Luc
(
contributor
);
Escribano, Álvaro
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003619565
Saved in:
10
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
Saved in:
1
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