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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Belkhouja, Mustapha"
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Search: subject_exact:"ARCH model"
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ARCH model
5
ARCH-Modell
5
Bayes-Statistik
3
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2
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Bauwens, Luc
Belkhouja, Mustapha
Ma, Feng
5
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4
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Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
2
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:
3
Modeling volatility with time-varying FIGARCH models
Belkhouja, Mustapha
;
Boutahary, Mohamed
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1106-1116
Persistent link: https://www.econbiz.de/10009271257
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
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