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Volatility models
Bauwens, Luc; Hafter, Christian; Laurent, Sébastien - 2011
Persistent link: https://www.econbiz.de/10009390311
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General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc (contributor); Sucarrat, Genaro (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328223
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On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2010
Persistent link: https://www.econbiz.de/10008648891
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Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.; Laurent, Sébastien; Violante, … - 2016
Persistent link: https://www.econbiz.de/10011589493
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Intra-daily FX optimal portfolio allocation
Bauwens, Luc (contributor); Ben Omrane, Walid (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326698
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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326701
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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003326703
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003311396
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A component GARCH model with time varying weights
Bauwens, Luc (contributor); Storti, G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003432749
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Bayesian inference in dynamic disequilibrium models : an application to the Polish credit market
Bauwens, Luc (contributor); Lubrano, Michel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003374380