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Bauwens, Luc
25
Veredas, David
15
Pohlmeier, Winfried
14
Giot, Pierre
5
Lubrano, Michel
5
Laurent, Sébastien
3
Nolte, Ingmar
3
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2
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1
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Journal of econometrics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of applied econometrics
4
International journal of forecasting
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of economic dynamics & control
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Econometric reviews
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of human resources : JHR
1
Journal of international money and finance
1
Kyklos : international review for social sciences
1
L' Actualité économique : revue trimest.
1
Monetary and economic studies
1
Recherches économiques de Louvain
1
Review of economic and business studies
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The econometrics journal
1
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
1
Working paper / National Bureau of Economic Research, Inc
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ECONIS (ZBW)
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EconStor
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BASE
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USB Cologne (EcoSocSci)
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Editor#8217s introduction
Bauwens, Luc
;
Pohlmeier, Winfried
;
Veredas, David
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 791-794
Persistent link: https://www.econbiz.de/10006231905
Saved in:
2
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/10006757702
Saved in:
3
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 589-610
Persistent link: https://www.econbiz.de/10006961490
Saved in:
4
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange
Bauwens, Luc
- In:
Monetary and economic studies
24
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009935076
Saved in:
5
Editorial
Lux, Thomas
;
Kaltwasser, Pablo Rovira
;
Veredas, David
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1075-1077
Persistent link: https://www.econbiz.de/10009979155
Saved in:
6
Testing conditional asymmetry: A residual-based approach
Lambert, Philippe
;
Laurent, Sébastien
;
Veredas, David
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1229-1248
Persistent link: https://www.econbiz.de/10009979165
Saved in:
7
Latest developments on heavy-tailed distributions
Paolella, Marc
;
Renault, Eric
;
Samorodnitsky, Gennady
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10010063346
Saved in:
8
One-step R-estimation in linear models with stable errors
Hallin, Marc
;
Swan, Yvik
;
Verdebout, Thomas
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10010063348
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9
The method of simulated quantiles
Dominicy, Yves
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 235-247
Persistent link: https://www.econbiz.de/10010063351
Saved in:
10
A simple two-component model for the distribution of intraday returns
Coroneo, Laura
;
Veredas, David
- In:
The European journal of finance
18
(
2012
)
9
,
pp. 775-798
Persistent link: https://www.econbiz.de/10010040799
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