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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"CORE discussion papers : DP"
~person:"Bauwens, Luc"
~person:"Behrens, Kristian"
~person:"Dufays, Arnaud"
~person:"Moreno-Ternero, Juan D."
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Bauwens, Luc
Behrens, Kristian
Dufays, Arnaud
Moreno-Ternero, Juan D.
Pestieau, Pierre
50
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35
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1
A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
2
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
3
Computational aspects of assigning agents to a line
Aziz, Haris
;
Hougaard, Jens Leth
;
Moreno-Ternero, Juan D.
; …
-
2016
Persistent link: https://www.econbiz.de/10011894463
Saved in:
4
Sparse change-point time series models
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2015
Persistent link: https://www.econbiz.de/10011579133
Saved in:
5
Normative foundations for equity-sensitive population health evaluation functions
Moreno-Ternero, Juan D.
;
Østerdal, Lars P.
-
2014
Persistent link: https://www.econbiz.de/10010385111
Saved in:
6
The axiomatic approach to the problem of sharing the revenue from bundled pricing
Bergantiños, Gustavo
;
Moreno-Ternero, Juan D.
-
2014
Persistent link: https://www.econbiz.de/10010385123
Saved in:
7
Fair allocation of disputed properties
Ju, Biung-Ghi
;
Moreno-Ternero, Juan D.
-
2014
Persistent link: https://www.econbiz.de/10010385130
Saved in:
8
Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François
;
Dufays, Arnaud
-
2014
Persistent link: https://www.econbiz.de/10010385182
Saved in:
9
Estimation and empirical performance of non-scalar dynamic conditional correlation models
Bauwens, Luc
;
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
-
2014
Persistent link: https://www.econbiz.de/10010385192
Saved in:
10
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
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