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Bauwens, Luc
25
Giot, Pierre
5
Lubrano, Michel
5
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3
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3
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2
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Journal of econometrics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
The econometrics journal
2
Annales d'économie et de statistique
1
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1
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1
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1
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Recherches économiques de Louvain
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Real exchanges rates in commodity producing countries: A reappraisal
Bodart, V.
;
Candelon, B.
;
Carpantier, J.-F.
- In:
Journal of international money and finance
31
(
2012
)
6
,
pp. 1482-1503
Persistent link: https://www.econbiz.de/10009981168
Saved in:
2
An Ex-Post View of Inequality of Opportunity in France and its Regions
Carpantier, Jean-François
;
Sapata, Christelle
- In:
Journal of labor research
34
(
2013
)
3
,
pp. 281-311
Persistent link: https://www.econbiz.de/10010163768
Saved in:
3
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange
Bauwens, Luc
- In:
Monetary and economic studies
24
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009935076
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4
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, L.
;
Rombouts, J.V.K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10007743552
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5
ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang
;
Ribarits, Eva
;
Baba, Y.
;
Engle, R.F.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
Saved in:
6
Bayesian Clustering of Many Garch Models
Bauwens, L.
;
Rombouts, J.V.K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10007730235
Saved in:
7
News announcements, market activity and volatility in the euro-dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1108-1125
Persistent link: https://www.econbiz.de/10006874176
Saved in:
8
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:
9
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:
10
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
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