Narrow search
Showing 1 - 10 of 46
Cover Image
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc; Giot, Pierre - 1997
Persistent link: https://www.econbiz.de/10000980123
Cover Image
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
Cover Image
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Cover Image
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc; Giot, Pierre - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Cover Image
A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
Cover Image
The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
Cover Image
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
Cover Image
Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
Bauwens, Luc - 1984
Persistent link: https://www.econbiz.de/10013277978
Cover Image
On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1,q) errors
Bauwens, Luc; Vandeuren, Jean-Pierre - 1995
Persistent link: https://www.econbiz.de/10000918211
Cover Image
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10000948275