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 1-1 poly-t random variable generator with application to Monte Carlo integration 0 0 0 6 0 0 1 17
A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models 0 0 0 0 11 23 23 26
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 5 8 89
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 1 5 9 816
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 3 4 151
A Component GARCH Model with Time Varying Weights 0 0 0 196 1 6 14 428
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 0 3 7 29
A Gibbs sampling approach to cointegration 0 0 1 36 0 4 5 111
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 0 3 4 68
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 1 4 6 546
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 6 8 159
A comparison of financial duration models via density forecast 0 0 0 0 0 6 13 74
A comparison of financial duration models via density forecasts 0 0 0 4 1 4 7 49
A comparison of financial duration models via density forecasts 0 0 0 81 1 10 13 1,154
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 4 6 81
A component GARCH model with time varying weights 0 0 0 0 1 8 14 1,067
A component GARCH model with time varying weights 0 0 0 87 0 1 2 289
A component GARCH model with time varying weights 0 0 0 14 1 6 7 71
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 2 7 9 157
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 3 5 47
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 1 4 6 157
A new approach: the factorial hidden Markov volatility model 0 0 0 0 1 6 7 31
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 2 7 14 250
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 0 16 17 68
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 2 8 10 433
Adaptive Polar Sampling 0 0 0 0 2 9 11 173
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 0 18 21 1,026
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 2 5 91
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 1 3 6 522
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 0 6 10 541
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 2 11 13 77
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 2 7 8 59
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 1 3 6 22
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 0 5 9 115
An export model for the Belgian industry 0 0 0 3 2 4 4 15
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 2 6 9 312
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 1 5 5 23
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 0 74 2 3 5 249
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 3 5 55
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 0 0 3 0 4 4 48
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 6 7 33
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 1 1 79 0 5 7 1,062
Asymmetric Models for Realized Covariances 0 1 1 5 2 5 10 20
Asymmetric Models for Realized Covariances 0 1 5 10 1 7 18 29
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 1 5 7 30
Autoregressive moving average infinite hidden Markov-switching models 0 0 0 0 0 2 4 27
Autoregressive moving average infinite hidden markov-switching models 0 0 0 52 2 10 11 125
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 6 10 16 510
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 1 4 9 26
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 0 12 13 413
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 0 17 21 1,708
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 0 58 0 5 6 1,187
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 5 6 1,576
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 1 7 14 1,012
Bayesian and classical econometric modeling of time series 0 0 0 0 1 5 6 21
Bayesian clustering of many GARCH models 0 0 0 0 0 5 6 33
Bayesian clustering of many GARCH models 0 0 0 43 0 3 4 124
Bayesian diagnostics for heterogeneity 0 0 0 0 1 5 5 24
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 1 5 6 329
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 4 4 238
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 1 5 6 38
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 1 5 110
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 25 5 13 13 135
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 0 6 10 47
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 25 1 7 10 103
Bayesian methods 0 2 6 418 2 5 14 695
Bayesian mortality modelling with pandemics: a vanishing jump approach 0 0 0 0 0 0 0 1
Bayesian option pricing using asymmetric GARCH 0 0 0 22 0 6 10 90
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 4 5 6 36
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 1 3 4 33
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 2 4 83
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 0 4 6 106
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 3 5 34
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 1 1 158 3 11 16 365
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 4 6 9 96
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 0 0 1 84
Dynamic conditional correlation models for realized covariance matrices 0 0 5 130 2 6 20 385
Dynamic latent factor models for intensity processes 0 0 0 114 0 4 5 331
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 0 5 5 32
Econometrics 1 1 1 24 1 5 5 110
Econometrics 0 0 0 0 0 1 6 47
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 6 9 28
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 0 5 8 198
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 0 4 6 32
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 1 4 6 124
Estimating End-Use Demand: A Bayesian Approach 0 0 0 6 1 4 4 369
Estimating End-use Demand: a Bayesian Approach 0 0 0 2 1 7 9 30
Estimating and forecasting structural breaks in financial time series 0 0 1 107 2 7 12 360
Estimating end-use demand: A Bayesian approach 0 0 0 1 0 1 3 32
Estimation and Empirical Performance of Non-Scalar DCC Models 0 0 0 0 3 6 7 20
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 51 1 3 3 65
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 5 8 576
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 4 7 7 160
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 2 2 31
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 3 6 65
Forecasting a long memory process subject to structural breaks 0 0 0 0 3 6 8 10
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 2 6 7 93
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 3 5 26
Forecasting long memory processes subject to structural breaks 0 1 1 55 1 9 13 167
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 2 21 27 544
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 2 11 12 519
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 5 10 152
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 2 6 8 49
Gibbs sampling approach to cointegration 0 0 0 0 0 2 5 21
High frequency finance 0 0 0 0 0 5 5 46
High frequency financial econometrics. Recent developments 0 0 0 0 0 6 8 82
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 0 1 2 51 2 8 14 223
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 2 9 12 53
Identifying long-run behaviour with non-stationary data 0 0 0 22 1 12 14 468
Intra-Daily FX Optimal Portfolio Allocation 0 0 1 218 2 3 8 1,018
Intra-daily FX optimal portfolio allocation 0 0 1 35 3 9 11 144
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models 0 0 0 21 0 9 12 195
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 5 6 10 115
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 6 12 15 175
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 3 7 11 86
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 2 5 9 9
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 4 8 9 18
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 3 6 30
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 2 16 18 238
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 2 6 41
Modeling the dependence of conditional correlations on volatility 0 0 0 27 0 2 4 67
Modelling Financial High Frequency Data Using Point Processes 0 0 1 254 1 8 13 687
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 1 6 6 30
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 1 1 2 45 2 7 14 76
Modelling financial high frequency data using point processes 0 0 0 95 1 8 13 361
Modelling financial high frequency data using point processes 0 0 0 101 1 8 9 317
Modelling financial high frequency data using point processes 0 0 0 0 0 6 9 53
Modelling interest rates with a cointegrated VAR-GARCH model 0 0 2 166 1 8 13 1,995
Modelling multivariate volatility of electricity futures 0 0 0 0 1 2 4 9
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 0 37 1 6 11 114
Multivariate GARCH models and their Estimation 0 0 0 0 1 3 4 532
Multivariate GARCH models: a survey 0 0 0 475 0 11 21 1,159
Multivariate GARCH models: a survey 0 0 0 40 22 76 96 315
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 5 7 110
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 1 9 11 484
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 4 4 21
Multivariate volatility modeling of electricity futures 0 0 0 0 2 8 10 10
Multivariate volatility modeling of electricity futures 0 0 0 20 0 4 8 118
Multivariate volatility modeling of electricity futures 0 0 0 66 2 6 9 218
Multivariate volatility modeling of electricity futures 0 0 0 0 4 6 10 21
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 5 9 225
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 4 7 61
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 1 40 2 6 10 67
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 5 6 10 19
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 1 3 3 51
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 7 8 365
On marginal likelihood computation in change-point models 0 0 0 33 0 5 6 104
On marginal likelihood computation in change-point models 0 0 0 6 3 8 10 45
On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors 0 0 0 55 0 4 5 876
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration 0 0 0 1 0 4 4 23
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration 0 0 0 0 0 2 2 16
Ranking economics departments in Europe: a statistical approach 0 0 1 243 6 12 17 760
Ranking economics departments in Europe: a statistical approach 0 0 0 8 1 8 9 66
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 0 3 17 0 9 16 33
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 2 2 2 10
Regime switching GARCH models 1 1 3 191 1 8 25 556
Regime switching GARCH models 0 1 4 607 4 12 24 1,310
Regime switching GARCH models 1 1 2 82 3 7 10 274
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 1 1 1 82 2 7 15 82
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 2 9 14 25
Stochastic conditional intensity processes 0 0 0 6 2 9 12 47
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 2 8 12 922
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 0 1 1 1,022
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 2 12 13 21
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 3 13 18 702
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 3 6 8 51
The Resistible Decline of European Science 0 0 0 4 1 1 2 80
The Resistible Decline of European Science 0 0 0 80 0 5 6 340
The contribution of realized covariance models to the economic value of volatility timing 0 1 1 26 1 6 14 45
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 1 1 1
The law of large (small?) numbers and the demand for insurance 0 0 0 0 0 1 3 29
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 2 58 2 4 7 1,891
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 7 12 84
The moments of Log-ACD models 0 0 0 51 2 11 19 221
The moments of Log-ACD models 0 0 0 0 0 3 6 60
The resistible decline of European Science 0 0 0 1 0 5 7 35
The resistible decline of European science 0 0 0 39 2 5 8 215
The resistible decline of European science 0 0 0 1 0 8 10 56
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 1 5 12 50
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 1 67 2 4 10 1,229
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 1 6 8 31
Theory and Inference for a Markov-Switching GARCH Model 0 0 3 553 5 12 22 1,374
Theory and inference for a Markov switching GARCH model 0 0 0 54 4 8 11 172
Theory and inference for a Markov switching GARCH model 0 1 2 132 1 7 9 354
Theory and inference for a Markov switching Garch model 0 0 0 4 3 9 11 56
Theory and inference for a Markov switching Garch model 0 0 0 391 1 3 7 739
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 3 4 21
Volatility Models 0 0 0 0 3 9 13 57
Volatility Models 0 0 0 0 1 8 10 32
Volatility models 0 0 2 313 2 6 23 662
We modeled long memory with just one lag! 0 0 0 0 0 2 2 5
We modeled long memory with just one lag! 0 0 1 55 0 3 7 40
We modeled long memory with just one lag! 0 0 0 0 2 9 12 16
Total Working Papers 5 17 64 10,336 261 1,247 1,843 50,346
1 registered items for which data could not be found

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 0 0 36 0 5 7 231
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 0 3 26 2 4 13 118
A Component GARCH Model with Time Varying Weights 0 0 1 96 1 6 16 332
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 10 3 7 13 34
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 1 3 144 2 6 16 352
A comparison of financial duration models via density forecasts 0 0 0 111 0 5 10 356
A dynamic component model for forecasting high-dimensional realized covariance matrices 1 1 1 17 1 4 5 105
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 1 6 9 150
An export model for the Belgian industry 0 0 0 22 0 1 4 116
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 3 11 14 362
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 2 6 9 58
Bayesian Clustering of Many Garch Models 0 0 0 57 2 5 8 165
Bayesian Diagnostics for Heterogeneity 0 1 1 7 2 5 5 33
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 0 60 0 4 8 217
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 1 7 7 306
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 1 4 11 1,224
Bayesian option pricing using asymmetric GARCH models 0 0 3 231 3 5 15 493
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 72 1 3 3 175
Causality and exogeneity in econometrics 1 1 1 205 2 5 5 548
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 2 2 3 11 22 30
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 0 3 5 214
Editor's introduction 0 0 0 5 0 4 4 83
Editors' introduction Bayesian and classical econometric modeling of time series 0 0 0 44 0 2 2 164
Editor’s introduction 0 0 0 14 2 4 4 102
Efficient importance sampling for ML estimation of SCD models 0 0 0 22 0 5 8 123
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 1 4 6 373
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 3 7 7 44
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 91 0 9 11 326
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 1 3 7 94
Forecasting a long memory process subject to structural breaks 0 1 1 61 2 10 19 249
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 0 5 15 183
Inter-industry and intra-industry specialization in manufactured goods 0 0 0 73 1 6 8 315
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 0 1 347 0 7 11 882
Intradaily dynamic portfolio selection 0 0 0 14 0 3 4 95
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 4 13 18 132
Marginal likelihood for Markov-switching and change-point GARCH models 1 1 3 65 2 4 16 263
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 1 4 1 1 10 14
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 11 2 4 9 58
Multivariate GARCH models: a survey 0 0 9 25 0 10 49 142
Multivariate GARCH models: a survey 0 1 5 1,739 3 45 69 3,795
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 2 7 10 149
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 211 1 8 13 626
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 1 5 0 8 13 46
On marginal likelihood computation in change-point models 1 1 1 12 4 4 5 73
Ranking Economics Departments in Europe: A Statistical Approach 0 0 1 1,258 0 6 8 4,485
Recent advances in Bayesian econometrics 0 0 0 69 0 2 4 184
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 1 5 7 48
Stochastic Conditional Intensity Processes 0 0 0 76 0 6 11 239
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 0 13 1 5 9 42
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 7 13 128
The Econometrics of Industrial Organization 0 0 0 206 0 0 1 425
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 1 10 44 2 10 28 143
The Resistible Decline of European Science 0 0 0 15 0 3 6 122
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 2 11 13 13
The determinants of intra-European trade in manufactured goods 0 0 0 80 0 2 5 218
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 94 1 4 6 268
Theory and inference for a Markov switching GARCH model 0 0 0 110 1 8 20 407
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 2 10 0 2 6 87
We modeled long memory with just one lag! 0 0 0 4 1 7 11 22
Total Journal Articles 4 9 57 6,237 70 364 671 20,781

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference in Dynamic Econometric Models 0 0 0 0 5 11 23 819
Total Books 0 0 0 0 5 11 23 819

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 1 41 5 10 16 131
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 0 0 2 8
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 3 7 15
Modelling Financial High Frequency Data Using Point Processes 0 0 0 0 1 7 7 7
Total Chapters 0 0 1 41 6 20 32 161

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