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source:"econis"
subject:"Schätztheorie"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The review of economics and statistics"
~person:"Bauwens, Luc"
~subject:"Volatility"
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Bauwens, Luc
Härdle, Wolfgang
42
Park, Byeong U.
8
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7
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6
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CORE discussion paper : DP
SFB 649 discussion paper
The review of economics and statistics
CORE discussion papers : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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ECONIS (ZBW)
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1
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
3
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:
4
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:
5
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
6
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:
7
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10000948275
Saved in:
8
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
Saved in:
9
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold
;
Bauwens, Luc
;
Dijk, Herman K. van
-
1987
Persistent link: https://www.econbiz.de/10000747362
Saved in:
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