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19.06.1992
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Journal of econometrics
CORE Discussion Papers RP
4,985
CORE Discussion Papers
2,249
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
660
SFB 649 Discussion Paper
35
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9
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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1
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
2
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
3
Bayes, Bernoullis, and Basel
Bauwens, Luc
(
contributor
)
- In:
Journal of econometrics
75,1 : Annals of econometrics
(
1996
)
Persistent link: https://www.econbiz.de/10004306537
Saved in:
4
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Hylleberg, Svend
(
contributor
)
- In:
Journal of econometrics
69,1 : Annals of econometrics
(
1995
)
Persistent link: https://www.econbiz.de/10004249356
Saved in:
5
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
van Dijk, Herman K.
;
van …
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 201-226
Persistent link: https://www.econbiz.de/10006754922
Saved in:
6
Recent advances in Bayesian econometrics
Bauwens, Luc
;
Lubrano, Michel
;
van Dijk, Herman K.
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 197-200
Persistent link: https://www.econbiz.de/10006754923
Saved in:
7
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10006757702
Saved in:
8
Editors' introduction
Bauwens, Luc
;
Polasek, Wolfgang
;
Dijk, Herman K.van
- In:
Journal of econometrics
75
(
1996
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10006796318
Saved in:
9
Editors' introduction
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of econometrics
69
(
1995
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10006797937
Saved in:
10
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Lubrano, Michel
(
contributor
)
- In:
Journal of econometrics
69
(
1995
)
1
Persistent link: https://www.econbiz.de/10001186566
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