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~type_genre:"Aufsatz in Zeitschrift"
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A new class of multivariate sk...
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Bauwens, Luc
50
Laurent, Sébastien
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ECONIS (ZBW)
89
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1
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
2
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
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
Capital humain, emploi et salaire en Belgique et dans ses régions
Laurent, Sébastien
- In:
Reflets, perspectives de la vie économique
40
(
2001
)
1/2
,
pp. 25-36
Persistent link: https://www.econbiz.de/10001604575
Saved in:
5
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/10003297478
Saved in:
6
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
Saved in:
7
Does transparency in central bank intervention policy bring noise to the FX market? : the case of the Bank of Japan
Gnabo, Jean-Yves
;
Laurent, Sébastien
;
Lecourt, Christelle
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 94-111
Persistent link: https://www.econbiz.de/10003797276
Saved in:
8
Central bank FOREX interventions assessed using realized moments
Beine, Michel
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 112-127
Persistent link: https://www.econbiz.de/10003797277
Saved in:
9
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre
;
Laurent, Sébastien
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
Saved in:
10
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10003542897
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