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~isPartOf:"CORE discussion papers : DP"
~person:"Bauwens, Luc"
~person:"Phillips, Peter C. B."
~source:"econis"
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Bauwens, Luc
Phillips, Peter C. B.
Pestieau, Pierre
50
Nesterov, Jurij Evgenʹevič
35
Wolsey, Laurence A.
18
Ponthiere, Gregory
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Picard, Pierre M.
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CORE discussion papers : DP
Cowles Foundation discussion paper
104
Journal of econometrics
42
Cowles Foundation Discussion Paper
39
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
CORE discussion paper : DP
18
The econometrics journal
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9
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Oxford bulletin of economics and statistics
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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Annales d'économie et de statistique
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Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
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Discussion papers / Department of Economics, University of California San Diego
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Economics letters
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International economic review
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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The review of financial studies
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Wiley handbooks in financial engineering and econometrics
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Advanced texts in econometrics
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Advances in econometrics
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1
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CAFE Research Paper
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CIRANO - Scientific Publication
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CIRANO - Scientific Publications
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CRREP working serie 2016-09
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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
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:
4
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
5
Forecasting long memory processes subject to structural breaks
Wang, Shin-huei
;
Bauwens, Luc
;
Hsiao, Cheng
-
2012
Persistent link: https://www.econbiz.de/10009731091
Saved in:
6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
7
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
8
Modelling financial high frequency data using point processes
Bauwens, Luc
(
contributor
);
Hautsch, Nikolaus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375931
Saved in:
9
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
10
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
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