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Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000890381
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Do art experts make rational estimates of pre-sale prices?
Bauwens, Luc - 1994
Persistent link: https://www.econbiz.de/10000896737
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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
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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On marginal likelihood computation in change-point models
Bauwens, Luc; Rombouts, Jeroen V. K. - 2009
Persistent link: https://www.econbiz.de/10003965962
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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
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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
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The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
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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
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482