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Modelling financial high frequency data using point processes
Bauwens, Luc (contributor); Hautsch, Nikolaus (contributor) - 2006
Persistent link: https://www.econbiz.de/10003392659
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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/10003362339
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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/10003362977
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003296223
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Intra-daily FX optimal portfolio allocation
Bauwens, Luc (contributor); Ben Omrane, Walid (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003297047
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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003297128
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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297179
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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/10003462056
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Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538748
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003538781