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Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc; Giot, Pierre - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
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The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
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News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
Bauwens, Luc; Omrane, Walid Ben; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791297
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482
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Ranking economics departments in Europe : a statistical approach
Bauwens, Luc; Kirman, Alan P.; Lubrano, Michel; … - 2003
Persistent link: https://www.econbiz.de/10001793171
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Ranking economics departments in Europe : a statistical approach
Lubrano, Michel; Bauwens, Luc; Kirman, Alan P.; … - In: Journal of the European Economic Association 1 (2003) 6, pp. 1367-1401
Persistent link: https://www.econbiz.de/10001901983
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Explaining adaptive radial-based direction sampling
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903036
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Bayesian clustering of many GARCH models
Bauwens, Luc; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001910278
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Dynamic latent factor models for intensity processes
Bauwens, Luc; Hautsch, Nikolaus - 2003
Persistent link: https://www.econbiz.de/10001946172
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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/10001956340