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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"LIDAM discussion paper CORE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
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Search: subject_exact:"ARCH model"
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ARCH model
5
ARCH-Modell
5
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
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3
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3
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Bauwens, Luc
Ma, Feng
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Economic modelling
Journal of empirical finance
LIDAM discussion paper CORE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
15
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5
CORE discussion paper : DP
4
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ECONIS (ZBW)
5
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1
The contribution of realized covariance models to the economic value of volatility timing
Bauwens, Luc
;
Xu, Yongdeng
-
2023
Persistent link: https://www.econbiz.de/10014322165
Saved in:
2
Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
;
Otranto, Edoardo
-
2023
Persistent link: https://www.econbiz.de/10014322169
Saved in:
3
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
4
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
5
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
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