Access Statistics for Luc Bauwens

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Financial Duration Models via Density Forecasts 0 1 18 325 0 2 33 680
A Component GARCH Model with Time Varying Weights 3 10 40 144 5 21 85 219
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 2 11 46 393
A comparison of financial duration models via density forecasts 2 9 11 15 6 23 89 802
A component GARCH model with time varying weights 0 0 0 0 25 64 256 587
A component GARCH model with time varying weights 1 6 15 15 3 15 42 42
A new class of multivariate skew densities, with appplication to GARCH models 2 3 16 16 6 11 26 26
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 5 8 21 322
Adaptive Polar Sampling 0 0 0 0 1 3 7 101
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 1 1 7 172 3 4 16 917
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 0 1 2 3 3
Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk 0 0 1 122 2 3 9 657
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 1 6 461
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 1 1 0 0 17 411
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 1 1 1 0 1 2 2
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 1 5 13 108 2 7 35 459
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 1 1 1
Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods 1 2 6 55 3 8 23 312
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 0 0 1 2 2
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 0 2 5 257
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 4 6 6 6 12 24 28 28
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 2 5 9 9 4 16 40 838
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 2 29 172 1 7 55 390
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 1 5 20 73 3 15 60 208
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 4 18 66 1,482
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 3 7 1,531
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 3 11 41 781
Bayesian clustering of many GARCH models 0 0 3 3 0 3 7 7
Bayesian inference for the mixed conditional heteroskedasticity model 1 2 10 38 6 17 41 182
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 6 29 2 4 29 121
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 2 2 1 1 6 6
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 1 1 0 2 10 10
Bayesian option pricing using asymmetric GARCH 1 3 5 5 1 4 8 8
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 2 3 7 7
Dynamic latent factor models for intensity processes 3 10 24 24 9 26 54 54
Efficient importance sampling for ML estimation of SCD models 1 1 2 2 2 7 24 24
Efficient importance sampling for ML estimation of SCD models 0 2 7 28 2 6 31 82
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 2 8 23 105 5 23 76 340
Exchange rate volatility and the mixture of distribution hypothesis 1 2 3 3 1 5 8 8
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 0 0 2 2 2
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 1 2 17 130 8 14 54 304
General to specific modelling of exchange rate volatility: a forecast evaluation 5 9 28 80 15 25 72 114
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 2 2 2 4 11 11
Identifying long-run behaviour with non-stationary data 0 1 4 4 0 3 48 378
Intra-Daily FX Optimal Portfolio Allocation 3 7 33 140 21 52 116 425
Intra-daily FX optimal portfolio allocation 0 1 6 6 0 2 12 12
Modelling Financial High Frequency Data Using Point Processes 2 8 35 56 4 13 61 141
Modelling Financial High Frequency Data Using Point Processes 3 13 36 130 11 31 92 270
Modelling financial high frequency data using point processes 2 7 21 21 3 19 53 53
Modelling interest rates with a cointegrated VAR-GARCH model 5 17 23 24 9 25 92 1,562
Multivariate GARCH models and their Estimation 0 0 0 0 2 2 25 407
Multivariate GARCH models: a survey 20 30 67 67 36 52 112 112
Multivariate mixed normal conditional heteroskedasticity 5 10 26 117 7 23 79 346
Multivariate mixed normal conditional heteroskedasticity 0 0 1 1 0 1 6 6
News annoucements, market activity and volatility in the Euro/Dollar foreign exchange market 1 2 2 2 2 9 16 16
Ranking economics departments in Europe: a statistical approach 12 27 66 66 41 99 223 223
Regime switching GARCH models 8 19 102 342 16 38 187 614
Regime switching GARCH models 5 5 19 92 6 8 46 204
Regime switching GARCH models 0 1 6 6 0 3 14 14
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 3 7 36 844
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 2 4 14 953
The Resistible Decline of European Science 1 3 14 54 2 7 37 82
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 2 8 8 1 6 40 1,716
The moments of Log-ACD models 0 0 4 4 2 6 18 18
The resistible decline of European science 1 1 11 11 1 4 24 24
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 7 11 21 22 12 19 67 1,070
Theory and Inference for a Markov-Switching GARCH Model 1 5 39 135 5 13 88 209
Theory and inference for a Markov switching GARCH model 3 3 13 13 3 7 37 37
Theory and inference for a Markov switching GARCH model 1 2 23 67 4 8 61 128
Theory and inference for a Markov switching Garch model 3 9 44 140 4 22 85 168
Total Working Papers 116 279 950 3,241 344 911 3,150 23,224

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A 1-1 poly-t random variable generator with application to Monte Carlo integration 0 2 7 23 1 5 31 127
A Component GARCH Model with Time Varying Weights 1 1 1 1 1 3 3 3
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 4 6 15 32 4 9 26 81
A comparison of financial duration models via density forecasts 0 2 9 67 1 4 21 196
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 3 11 0 1 7 53
An export model for the Belgian industry 0 1 3 16 1 2 11 58
Asymmetric ACD models: Introducing price information in ACD models 1 2 23 95 2 3 37 243
Bayesian Clustering of Many Garch Models 2 3 12 30 3 4 24 53
Bayesian Diagnostics for Heterogeneity 0 1 2 2 3 8 13 13
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 1 3 10 19 4 8 27 57
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 6 17 4 5 52 133
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 3 10 59 965
Bayesian option pricing using asymmetric GARCH models 0 2 5 186 2 8 17 328
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 2 4 14 36 3 6 25 67
Causality and exogeneity in econometrics 6 8 30 85 10 19 79 181
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 2 2 11 34 2 5 25 101
Editor's introduction 0 0 2 3 0 0 2 40
Editors' introduction Bayesian and classical econometric modeling of time series 0 1 2 39 0 3 5 126
Editor’s introduction 0 0 0 12 0 1 5 75
Efficient importance sampling for ML estimation of SCD models 0 0 0 0 3 7 10 10
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 2 4 18 309
Exchange rate volatility and the mixture of distribution hypothesis 2 2 14 45 3 7 38 181
Inter-industry and intra-industry specialization in manufactured goods 3 4 20 27 12 15 73 96
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 1 2 30 139 1 4 91 377
Multivariate GARCH models: a survey 22 57 240 699 37 94 422 1,223
Multivariate mixed normal conditional heteroskedasticity 0 1 4 16 1 2 11 56
News announcements, market activity and volatility in the euro/dollar foreign exchange market 1 3 11 71 1 5 25 178
Ranking Economics Departments in Europe: A Statistical Approach 23 50 224 1,061 80 187 989 3,715
Recent advances in Bayesian econometrics 0 3 9 52 0 3 13 105
Stochastic Conditional Intensity Processes 1 3 15 47 3 12 39 122
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 1 1 1 1 4 7 7
The Econometrics of Industrial Organization 2 7 38 77 3 10 72 160
The determinants of intra-European trade in manufactured goods 1 1 12 37 2 3 21 94
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 1 4 12 61 6 13 34 157
Total Journal Articles 76 176 785 3,043 199 474 2,332 9,690
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Statistics updated 2009-11-04