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type_genre:"Amtsdruckschrift"
type_genre:"Graue Literatur"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"CORE discussion papers : DP"
~person:"Bauwens, Luc"
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Estimation theory
6
Schätztheorie
6
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4
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2
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Analysis of variance
2
Hadamard exponential matrix
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dynamic conditional correlations
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Bauwens, Luc
Chernozhukov, Victor
45
Weidner, Martin
31
Linton, Oliver
24
Newey, Whitney K.
24
Horowitz, Joel
21
Lee, Sokbae
21
Kitagawa, Toru
20
Fernández-Val, Iván
18
Chen, Xiaohong
14
Rosen, Adam M.
14
Smith, Richard J.
13
Bonhomme, Stéphane
12
Canay, Ivan A.
11
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11
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11
Hu, Yingyao
11
Jochmans, Koen
10
Belloni, Alexandre
9
Graham, Bryan S.
9
Hoderlein, Stefan
9
Ichimura, Hidehiko
9
Bugni, Federico A.
8
Chetverikov, Denis
8
Kato, Kengo
8
Hansen, Christian Bailey
7
Kaido, Hiroaki
7
Molinari, Francesca
7
Moon, Hyungsik Roger
7
Preminger, Arie
7
Van Bellegem, Sébastien
7
Arai, Yoichi
6
Galichon, Alfred
6
Shi, Xiaoxia
6
Stouli, Sami
6
Stoye, Jörg
6
Zeleneev, Andrei
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5
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CEMMAP working papers / Centre for Microdata Methods and Practice
CORE discussion papers : DP
CORE discussion paper : DP
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1
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ECONIS (ZBW)
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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
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
Saved in:
5
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
6
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
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