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A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc; Laurent, Sébastien - 2002
Persistent link: https://www.econbiz.de/10001672395
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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
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Central Bank forex interventions assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2004
Persistent link: https://www.econbiz.de/10002059295
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Bridging the GAP between Ox and Gauss using OxGauss
Laurent, Sébastien; Urbain, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002061631
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369
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Consistent ranking of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2009
Persistent link: https://www.econbiz.de/10003850918
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Approximate HPD regions for testing residual autocorrelation using augmented regressions
Bauwens, Luc - 1992
Persistent link: https://www.econbiz.de/10000843925
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Estimating end-use demand : a Bayesian approach
Bauwens, Luc - 1992
Persistent link: https://www.econbiz.de/10000852951