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Econometric modelling of stock market intraday activity
Bauwens, Luc; Giot, Pierre - 2001
Persistent link: https://www.econbiz.de/10001584609
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430824
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Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482
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Bayesian clustering of many GARCH models
Bauwens, Luc; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001910278
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Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc; Lubrano, Michel - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
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A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc; Laurent, Sébastien - 2002
Persistent link: https://www.econbiz.de/10001672395
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[Rezension von: Bauwens, Luc, ...,, Econometric modelling of stock market intraday activity]
Vega, Clara - In: Journal of economic literature 41 (2003) 4, pp. 1294-1296
Persistent link: https://www.econbiz.de/10001991034
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Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc (contributor); Rime, Dagfinn (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003155180
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A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc; Laurent, Sébastien - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 346-354
Persistent link: https://www.econbiz.de/10003013029