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CORE discussion paper : DP
CORE Discussion Papers RP
4,985
CORE Discussion Papers
2,250
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
659
CORE discussion papers : DP
32
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1
Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000890381
Saved in:
2
Do art experts make rational estimates of pre-sale prices?
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000896737
Saved in:
3
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold
;
Bauwens, Luc
;
Dijk, Herman K. van
-
1987
Persistent link: https://www.econbiz.de/10000747362
Saved in:
4
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
5
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
6
The stochastic conditional duration model : a latent factor model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
-
1999
Persistent link: https://www.econbiz.de/10001430783
Saved in:
7
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001430824
Saved in:
8
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
9
News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
Bauwens, Luc
;
Omrane, Walid Ben
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791297
Saved in:
10
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
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