Narrow search
Showing 1 - 5 of 5
Cover Image
High frequency financial econometrics : recent developments ; with 64 tables
Bauwens, Luc (ed.); Pohlmeier, Winfried (contributor);  … - 2008 - 1. ed.
Persistent link: https://www.econbiz.de/10003498251
Cover Image
Handbook of volatility models and their applications
Bauwens, Luc (ed.); Hafner, Christian M. (contributor);  … - 2012
balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various …
Persistent link: https://www.econbiz.de/10009410416
Cover Image
Trends and breaking points of the Bayesian econometric literature
Bauwens, Luc; Lubrano, Michel - In: Economics beyond the millennium, (pp. 273-299). 1999
Persistent link: https://www.econbiz.de/10001524816
Cover Image
High Frequency Financial Econometrics : Recent Developments
Bauwens, Luc (contributor); Pohlmeier, Winfried (contributor) - 2008
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and...
Persistent link: https://www.econbiz.de/10013520878
Cover Image
Handbook of volatility models and their applications
Bauwens, Luc (ed.) - 2012 - Online-Ausg.
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot …
Persistent link: https://www.econbiz.de/10012661919