Luc Bauwens

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Jeroen VK RomboutsESSEC Business SchoolVerificeret mail på essec.edu
Lubrano MichelAMSE-GREQAM, AMUVerificeret mail på univmed.fr
Sébastien LaurentAMSE, IAE, Aix-Marseille UniversitéVerificeret mail på iae-aix.com
David VeredasVlerick Business SchoolVerificeret mail på vlerick.com
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di SalernoVerificeret mail på unisa.it
Walid Ben OmraneProfessor of Finance, Goodman School of BusinessVerificeret mail på brocku.ca
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveVerificeret mail på uclouvain.be
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, AustriaVerificeret mail på univie.ac.at
Jean-Francois RichardProfessor of EconomicsVerificeret mail på pitt.edu
Genaro SucarratBI Norwegian Business SchoolVerificeret mail på bi.no
Dimitris KorobilisProfessor of Econometrics, University of GlasgowVerificeret mail på glasgow.ac.uk
Giordano MionProfessor, Department of Economics, ESSEC Business SchoolVerificeret mail på essec.edu
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), RomeVerificeret mail på sose.it
Joachim GrammigProfessor of Econometrics, University of TübingenVerificeret mail på uni-tuebingen.de
Gary KoopProfessor of Economics, University of StrathclydeVerificeret mail på strath.ac.uk
JACQUES THISSEprofesseur d'universitéVerificeret mail på uclouvain.be
Victor GinsburghECARES, Unib-vesrité libre de BruxellesVerificeret mail på ulb.ac.be
LOUIS EECKHOUDTieseg school of managementVerificeret mail på fucam.ac.be
Francesco ViolanteIESEG School of ManagementVerificeret mail på ieseg.fr
Dagfinn RimeBI Norwegian Business School, Department of Financial EconomicsVerificeret mail på bi.no

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Luc Bauwens

Professor of Economics, Université catholique de Louvain

Verificeret mail på uclouvain.be - Startside

Financial Econometrics Time Series Econometrics Bayesian Econometrics


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	2994	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OuP Oxford, 2000	703	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	680	1987
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks L Bauwens, P Giot Annales d'Economie et de Statistique, 117-149, 2000	580	2000
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models L Bauwens, S Laurent Journal of Business & Economic Statistics 23 (3), 346-354, 2005	464	2005
The stochastic conditional duration model: a latent variable model for the analysis of financial durations L Bauwens, D Veredas Journal of econometrics 119 (2), 381-412, 2004	393	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	338	1998
News announcements, market activity and volatility in the euro/dollar foreign exchange market L Bauwens, WB Omrane, P Giot Journal of International Money and Finance 24 (7), 1108-1125, 2005	321	2005
Modelling financial high frequency data using point processes L Bauwens, N Hautsch Handbook of financial time series, 953-979, 2009	314	2009
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	280*	2012
A comparison of financial duration models via density forecasts L Bauwens, P Giot, J Grammig, D Veredas International Journal of Forecasting 20 (4), 589-609, 2004	278	2004
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	240	2010
Changing trade patterns in manufactured goods: An econometric investigation B Balassa, L Bauwens Elsevier, 2014	215	2014
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2013	212	2013
Ranking economics departments in Europe: a statistical approach M Lubrano, L Bauwens, A Kirman, C Protopopescu Journal of the European Economic Association 1 (6), 1367-1401, 2003	174	2003
The determinants of intra-European trade in manufactured goods B Balassa, L Bauwens European Economic Review 32 (7), 1421-1437, 1988	169	1988
Asymmetric ACD models: introducing price information in ACD models L Bauwens, P Giot Empirical Economics 28, 709-731, 2003	159	2003
Stochastic conditional intensity processes L Bauwens, N Hautsch Journal of Financial Econometrics 4 (3), 450-493, 2006	127	2006
Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014	126	2014
Bayesian option pricing using asymmetric GARCH models L Bauwens, M Lubrano Journal of Empirical Finance 9 (3), 321-342, 2002	113	2002

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