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~isPartOf:"Journal of econometrics"
~person:"Bauwens, Luc"
~subject:"Share price"
~subject:"Spieltheorie"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Share price
Spieltheorie
Theory
Zeitreihenanalyse
Theorie
6
Time series analysis
3
19.06.1992
1
29.04.1993
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
Change-point model
1
Dauer
1
Duration
1
Econometrics
1
Estimation
1
Forecasting
1
Forecasting model
1
GARCH
1
HAR model
1
Long memory process
1
Marginal likelihood
1
Markov chain
1
Markov-Kette
1
Markov-switching model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Particle MCMC
1
Probability theory
1
Prognoseverfahren
1
Schätzung
1
Simulation
1
Statistical theory
1
Statistiktheorie
1
Statistische Methodenlehre
1
Stochastic process
1
Stochastischer Prozess
1
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6
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5
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5
Collection of articles of several authors
2
Conference proceedings
2
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2
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2
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English
6
Author
All
Bauwens, Luc
Phillips, Peter C. B.
37
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
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Journal of econometrics
CORE discussion paper : DP
18
CORE discussion papers : DP
13
Discussion paper / Tinbergen Institute
4
Discussion papers / UCL, Département des Sciences Economiques
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
3
Annales d'économie et de statistique
2
CREATES research paper
2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Journal of applied econometrics
2
LIDAM discussion paper CORE
2
Wiley handbooks in financial engineering and econometrics
2
Advanced texts in econometrics
1
Advances in econometrics
1
Annals of economics and statistics
1
Bayesian methods applied to time series data
1
CIRANO - Scientific Publication
1
CIRANO - Scientific Publications
1
CORE Discussion Paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Contributions to economic analysis
1
DRD discussion paper
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper, Report
1
Econometric Institute research papers
1
Econometric reviews
1
Economics beyond the millennium
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International Bank for Reconstruction and Development, Report
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' Actualité économique : revue trimest.
1
L'hétérogénéité en économétrie : numéro spécial
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
SFB 649 Discussion Paper
1
SFB 649 discussion paper
1
SpringerLink / Bücher
1
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ECONIS (ZBW)
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1
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
2
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
3
Bayes, Bernoullis, and Basel
Bauwens, Luc
(
contributor
);
Polasek, Wolfgang
(
contributor
); …
- In:
Journal of econometrics
75
(
1996
)
1
Persistent link: https://www.econbiz.de/10001205699
Saved in:
4
A 1-1 poly-t random variable generator with application to Monte Carlo integration
Bauwens, Luc
;
Richard, Jean Francois
- In:
Journal of econometrics
(
1985
)
2
,
pp. 19-46
Persistent link: https://www.econbiz.de/10001876498
Saved in:
5
The stochastic conditional duration model : a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10001956340
Saved in:
6
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Lubrano, Michel
(
contributor
)
- In:
Journal of econometrics
69
(
1995
)
1
Persistent link: https://www.econbiz.de/10001186566
Saved in:
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