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A comparison of financial duration models via density forecasts
BAUWENS, Luc; GIOT, Pierre; GRAMMIG, Joachim; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
BAUWENS, Luc; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695234
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A comparison of financial duration models via density forecasts
BAUWENS, Luc; GIOT, Pierre; GRAMMIG, Joachim; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927286
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
BAUWENS, Luc; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927624
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Monitoring and forecasting annual public deficit every month: the case of France
SILVESTRINI, Andrea; SALTo, Matteo; MOULIN, Laurent; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703624
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Temporal aggregation of univariate and multivariate time series models: A survey
SILVESTRINI, Andrea; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926957
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Temporal aggregation of univariate and multivariate time series models: A survey
SILVESTRINI, Andrea; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675433
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Monitoring and forecasting annual public deficit every month: the case of France
SILVESTRINI, Andrea; SALTo, Matteo; MOULIN, Laurent; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675492
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A 1-1 poly-t random variable generator with application to Monte Carlo integration
BAUWENS, Luc; RICHARD, Jean-François - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010693979
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Trends and breaking points in the Bayesian econometric literature
BAUWENS, Luc; LUBRANO, Michel - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694140