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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326701
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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003326703
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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
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003311396
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K. - In: The econometrics journal 13 (2010) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526672
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557221
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
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Bayesian clustering of many GARCH models
Bauwens, Luc; Rombouts, Jeroen V. K. - In: Econometric reviews 26 (2007) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003538781