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~person:"BAUWENS, Luc"
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high frequency data
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BAUWENS, Luc
Giot, Pierre
152
GIOT, Pierre
83
Bauwens, Luc
28
Durré, Alain
24
Grammig, Joachim
23
Petitjean, Mikael
23
Laurent, Sébastien
20
PETITJEAN, Mikael
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Schwienbacher, Armin
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LAURENT, Sébastien
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Beltran Lopez, Helena
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GRAMMIG, Joachim
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Veredas, David
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Giot, P.
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Beltran, Helena
5
Beltran-Lopez, Helena M.
5
Ben Omrane, Walid
5
DURRE, Alain
5
BELTRAN, Helena
4
Beaupain, Renaud
4
Beltran-Lopez, Héléna
4
BEN OMRANE, Walid
3
Hege, Ulrich
3
Laurent, Sebastien
3
SCHWIENBACHER, Armin
3
VEREDAS, David
3
Aubert, Samuel
2
BEAUPAIN, Renoud
2
BELTRAN-LOPEZ, Héléna
2
Bauwens, L.
2
FRAIPONT, Sarah
2
GALLi, Fausto
2
Galli, Fausto
2
Gejadze, Maia
2
Grammig, Joachim G.
2
Moerloose, Sandrine de
2
BAUWENS, L.
1
BAUWENS, LUC
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BEAUPAIN, Renaud
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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CORE Discussion Papers
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Annales d'Economie et de Statistique
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A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
Saved in:
2
Gibbs sampling approach to cointegration
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694349
Saved in:
3
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694436
Saved in:
4
Asymmetric ACD models: Introducing price information in ACD models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694553
Saved in:
5
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694722
Saved in:
6
News announcements, market activity and volatility in the euro/dollar foreign exchange market
BAUWENS, Luc
;
BEN OMRANE, Walid
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694896
Saved in:
7
Asymmetric ACD models: Introducing price information in ACD models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703824
Saved in:
8
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704052
Saved in:
9
Gibbs sampling approach to cointegration
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704175
Saved in:
10
The moments of Log-ACD models
BAUWENS, Luc
;
GALLi, Fausto
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927000
Saved in:
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