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Identifying long-run behaviour with non-stationary data
Bauwens, Luc; Hunter, John - 2000
Persistent link: https://www.econbiz.de/10001529449
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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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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/10001430057
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The stochastic conditional duration model : a latent factor model for the analysis of financial durations
Bauwens, Luc; Veredas, David - 1999
Persistent link: https://www.econbiz.de/10001430783
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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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Inter-industry and intra-industry specialization in manufactured goods
Balassa, Béla A.; Bauwens, Luc - 1987
Persistent link: https://www.econbiz.de/10000718887
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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
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Do art experts make rational estimates of pre-sale prices?
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000896737
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Bayesin option pricing using asymmetric GARCH
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000972935
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Modelling interest rates with a cointegrated var-garch model
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000976284