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Modeling the dependence of conditional correlations on volatility
Bauwens, Luc; Otranto, Edoardo - 2013
Persistent link: https://www.econbiz.de/10010203488
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Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc; Otranto, Edoardo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - 2020
Persistent link: https://www.econbiz.de/10012429316
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Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515717
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Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - In: Journal of financial econometrics 21 (2023) 4, pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
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The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc - In: Annales d'économie et de statistique (1991), pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
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Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
Bauwens, Luc - 1984
Persistent link: https://www.econbiz.de/10013277978
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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Approximate HPD regions for testing residual autocorrelation using augmented regressions
Bauwens, Luc - 1992
Persistent link: https://www.econbiz.de/10000843925