Narrow search
Showing 41 - 50 of 8,650
Cover Image
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
BAUWENS, Luc; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695234
Cover Image
Recent developments in the econometrics of financial markets using intra-day data
BAUWENS, Luc - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695272
Cover Image
Approximate HPD regions for testing residual autocorrelation using augmented regressions
BAUWENS, Luc; RASQUERO, Aline - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695443
Cover Image
Ranking economics departments in Europe: a statistical approach
BAUWENS, Luc; KIRMAN, Alan; LUBRANO, Michel; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695474
Cover Image
Econometrics
BAUWENS, Luc; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695534
Cover Image
Art experts and auctions are pre-sale estimates unbiased and fully informative?
BAUWENS, Luc; GINSBURGH, Victor - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695568
Cover Image
Dynamic conditional correlation models for realized covariance matrices
BAUWENS, Luc; STORTI, Giuseppe; VIOLANTE, Francesco - Center for Operations Research and Econometrics (CORE), … - 2012
New dynamic models for realized covariance matrices are proposed. The expected value of the realized covariance matrix is specified in two steps: one for each realized variance, and one for the realized correlation matrix. The realized correlation model is a scalar dynamic conditional...
Persistent link: https://www.econbiz.de/10010662648
Cover Image
Econometrics
BAUWENS, Luc; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703552
Cover Image
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration
BAUWENS, Luc - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703589
Cover Image
Multivariate mixed normal conditional heteroskedasticity
BAUWENS, Luc; HAFNER, Christian M.; ROMBOUTS, Jeroen VK - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703599