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Estimating end-use demand : a Bayesian approach
Bauwens, Luc - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
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Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
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A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej; Bauwens, Luc; Dufays, Arnaud - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
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Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc; Otranto, Edoardo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
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A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc; Laurent, Sébastien - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 346-354
Persistent link: https://www.econbiz.de/10003013029