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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE discussion paper : DP"
~person:"Bauwens, Luc"
~person:"Caporale, Guglielmo Maria"
~person:"Hallin, Marc"
~subject:"Schätzung"
~subject:"Volatilität"
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Zeitreihenanalyse
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Theorie
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Newbold, Paul
Bauwens, Luc
Caporale, Guglielmo Maria
Hallin, Marc
Giot, Pierre
6
Härdle, Wolfgang
4
Rombouts, Jeroen V. K.
4
Teyssière, Gilles
4
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3
Heinen, Andréas
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CORE discussion paper : DP
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ECONIS (ZBW)
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1
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
2
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
3
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
4
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
5
Identifying long-run behaviour with non-stationary data
Bauwens, Luc
;
Hunter, John
-
2000
Persistent link: https://www.econbiz.de/10001529449
Saved in:
6
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
Saved in:
7
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
Saved in:
8
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
9
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
10
Do art experts make rational estimates of pre-sale prices?
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000896737
Saved in:
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