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 0 16
A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models 0 0 0 0 0 0 0 3
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 1 81
A Comparison of Financial Duration Models via Density Forecasts 0 0 1 362 0 1 4 807
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 1 4 147
A Component GARCH Model with Time Varying Weights 0 1 1 196 0 1 2 414
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 0 1 2 22
A Gibbs sampling approach to cointegration 0 0 0 35 0 1 1 106
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 0 1 1 64
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 0 1 1 540
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 0 151
A comparison of financial duration models via density forecast 0 0 0 0 1 1 1 62
A comparison of financial duration models via density forecasts 0 0 1 81 0 1 2 1,141
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 1 42
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 1 1 1 76
A component GARCH model with time varying weights 0 0 0 0 0 1 5 1,053
A component GARCH model with time varying weights 0 0 0 14 0 1 1 64
A component GARCH model with time varying weights 0 0 1 87 0 0 1 287
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 1 2 42
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 1 68 0 0 2 148
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 0 1 3 151
A new approach: the factorial hidden Markov volatility model 0 0 0 0 0 0 1 24
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 0 0 0 236
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 0 0 1 51
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 1 1 423
Adaptive Polar Sampling 0 0 0 0 0 0 0 162
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 0 1 1 1,005
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 0 0 86
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 0 0 516
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 1 2 2 532
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 0 0 64
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 0 2 51
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 0 0 16
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 1 1 1 107
An export model for the Belgian industry 0 0 0 3 0 0 1 11
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 0 1 1 18
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 0 0 2 303
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 1 3 74 0 1 5 244
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 0 2 50
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 0 0 3 0 0 2 44
Asymmetric ACD models: Introducing price information in ACD models 0 0 1 4 0 0 1 26
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 0 1 1 1,055
Asymmetric Models for Realized Covariances 0 1 5 5 2 5 13 13
Asymmetric Models for Realized Covariances 0 0 4 4 0 0 10 10
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 0 0 2 23
Autoregressive moving average infinite hidden Markov-switching models 0 0 0 0 1 1 3 24
Autoregressive moving average infinite hidden markov-switching models 0 1 1 52 0 3 4 114
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 0 194 1 2 2 495
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 0 0 0 17
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 0 0 0 400
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 1 3 3 1,688
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 1 58 0 0 2 1,181
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 2 3 1,570
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 1 1 2 999
Bayesian and classical econometric modeling of time series 0 0 0 0 0 0 0 15
Bayesian clustering of many GARCH models 0 0 0 0 0 0 0 27
Bayesian clustering of many GARCH models 0 0 0 43 0 0 1 120
Bayesian diagnostics for heterogeneity 0 0 0 0 0 0 0 19
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 1 2 3 106
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 0 0 323
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 0 0 1 32
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 2 234
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 0 0 0 37
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 25 0 0 0 122
Bayesian inference on GARCH models using the Gibbs sampler 0 0 1 25 0 1 6 93
Bayesian methods 1 1 3 413 2 4 22 683
Bayesian option pricing using asymmetric GARCH 0 0 1 22 0 0 2 80
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 0 1 2 30
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 2 79
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 1 1 29
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 0 1 29
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 0 0 0 100
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 0 157 1 2 3 350
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 22 1 1 4 88
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 0 0 0 83
Dynamic conditional correlation models for realized covariance matrices 1 1 2 126 2 3 4 367
Dynamic latent factor models for intensity processes 0 0 0 114 0 0 0 326
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 0 0 0 27
Econometrics 0 0 0 0 0 1 2 41
Econometrics 0 0 0 23 0 0 2 105
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 0 1 19
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 0 0 1 118
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 0 0 1 26
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 0 0 2 190
Estimating End-Use Demand: A Bayesian Approach 0 0 0 6 0 0 0 365
Estimating End-use Demand: a Bayesian Approach 0 0 0 2 0 0 0 21
Estimating and forecasting structural breaks in financial time series 0 0 0 106 0 1 1 348
Estimating end-use demand: A Bayesian approach 0 0 1 1 0 0 1 29
Estimation and Empirical Performance of Non-Scalar DCC Models 0 0 0 0 0 0 0 13
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 51 0 0 0 62
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 0 0 568
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 1 1 153
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 1 1 29
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 1 59
Forecasting a long memory process subject to structural breaks 0 0 0 0 0 0 1 2
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 0 0 21
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 1 1 86
Forecasting long memory processes subject to structural breaks 0 0 1 54 0 0 2 154
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 1 1 2 518
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 0 0 142
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 0 1 507
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 0 0 41
Gibbs sampling approach to cointegration 0 0 0 0 0 1 1 16
High frequency finance 0 0 0 0 0 0 1 41
High frequency financial econometrics. Recent developments 0 0 0 0 0 0 0 74
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 0 0 0 49 0 0 0 209
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 0 0 0 41
Identifying long-run behaviour with non-stationary data 0 0 0 22 0 0 0 454
Intra-Daily FX Optimal Portfolio Allocation 0 0 0 217 0 2 3 1,010
Intra-daily FX optimal portfolio allocation 0 0 0 34 0 3 3 133
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models 0 0 0 21 0 0 0 183
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 0 31 0 0 0 105
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 0 1 1 160
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 1 1 75
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 0 0 0 0
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 0 1 9
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 1 1 2 25
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 2 2 220
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 1 1 2 36
Modeling the dependence of conditional correlations on volatility 0 0 0 27 0 0 1 63
Modelling Financial High Frequency Data Using Point Processes 0 0 0 253 0 3 5 674
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 43 0 1 3 62
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 0 1 3 24
Modelling financial high frequency data using point processes 0 0 0 101 0 0 3 308
Modelling financial high frequency data using point processes 0 0 0 95 1 1 4 349
Modelling financial high frequency data using point processes 0 0 0 0 2 2 9 46
Modelling interest rates with a cointegrated VAR-GARCH model 0 0 1 164 1 2 3 1,983
Modelling multivariate volatility of electricity futures 0 0 0 0 0 0 1 5
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 1 37 0 0 2 103
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 5 528
Multivariate GARCH models: a survey 0 0 0 475 0 0 2 1,138
Multivariate GARCH models: a survey 0 0 0 40 1 2 9 220
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 1 1 473
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 1 103
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 1 1 17
Multivariate volatility modeling of electricity futures 0 0 0 20 1 1 1 111
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 0 0
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 0 11
Multivariate volatility modeling of electricity futures 0 0 0 66 0 1 1 209
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 1 2 217
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 0 1 54
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 0 39 0 0 0 57
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 0 0 1 9
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 0 1 1 48
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 1 2 357
On marginal likelihood computation in change-point models 0 0 0 6 1 1 1 36
On marginal likelihood computation in change-point models 0 0 0 33 0 0 0 98
On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors 0 0 0 55 0 1 2 871
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 0 0 19
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 0 0 14
Ranking economics departments in Europe: a statistical approach 0 0 0 8 0 1 1 57
Ranking economics departments in Europe: a statistical approach 0 0 0 242 0 0 3 743
Realized Covariance Models with Time-varying Parameters and Spillover Effects 1 1 3 15 3 3 8 20
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 0 0 1 8
Regime switching GARCH models 0 0 1 80 0 2 11 264
Regime switching GARCH models 0 0 0 188 1 3 4 532
Regime switching GARCH models 0 0 0 603 0 0 3 1,286
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 0 0 0 81 0 0 0 67
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 0 1 1 11
Stochastic conditional intensity processes 0 0 0 6 0 1 3 35
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 0 2 2 910
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 0 1 1 1,021
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 0 1 1 8
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 5 382 1 2 8 685
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 1 43
The Resistible Decline of European Science 0 0 0 4 0 9 11 78
The Resistible Decline of European Science 0 0 0 80 0 0 0 334
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 25 2 2 8 33
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 0 0
The law of large (small?) numbers and the demand for insurance 0 0 0 0 0 0 0 26
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 0 56 0 0 0 1,884
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 1 2 3 73
The moments of Log-ACD models 0 0 0 51 2 2 6 204
The moments of Log-ACD models 0 0 0 0 1 1 5 55
The resistible decline of European Science 0 0 0 1 0 0 0 28
The resistible decline of European science 0 0 0 1 0 2 2 46
The resistible decline of European science 0 0 0 39 0 0 0 207
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 1 1 1 67 2 2 4 1,221
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 3 3 4 41
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 0 0 1 23
Theory and Inference for a Markov-Switching GARCH Model 2 2 4 552 2 3 5 1,354
Theory and inference for a Markov switching GARCH model 0 0 1 54 0 0 2 161
Theory and inference for a Markov switching GARCH model 0 0 1 130 0 0 4 345
Theory and inference for a Markov switching Garch model 0 0 2 4 0 1 6 45
Theory and inference for a Markov switching Garch model 0 0 0 391 0 1 2 732
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 1 1 17
Volatility Models 0 0 0 0 0 1 2 44
Volatility Models 0 0 0 0 0 1 2 22
Volatility models 0 0 1 311 0 1 5 639
We modeled long memory with just one lag! 0 0 0 0 0 0 1 3
We modeled long memory with just one lag! 0 0 0 0 0 1 3 4
We modeled long memory with just one lag! 0 0 0 54 0 3 3 33
Total Working Papers 6 10 52 10,278 46 147 389 48,548
2 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 0 0 224
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 0 0 23 0 0 1 105
A Component GARCH Model with Time Varying Weights 0 0 3 95 0 0 4 316
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 9 0 2 4 21
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 141 1 1 4 337
A comparison of financial duration models via density forecasts 0 1 3 111 0 1 3 346
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 0 1 100
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 0 1 141
An export model for the Belgian industry 0 0 0 22 0 1 1 112
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 1 1 3 349
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 1 6 0 1 5 49
Bayesian Clustering of Many Garch Models 0 0 1 57 0 0 1 157
Bayesian Diagnostics for Heterogeneity 0 0 0 6 0 0 0 28
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 0 60 0 2 2 209
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 1 4 299
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 1 3 12 1,214
Bayesian option pricing using asymmetric GARCH models 0 1 1 228 0 2 2 478
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 1 72 0 1 2 172
Causality and exogeneity in econometrics 0 0 2 204 0 0 3 543
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 0 3 5 8
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 0 0 1 209
Editor's introduction 0 0 0 5 0 0 0 79
Editors' introduction Bayesian and classical econometric modeling of time series 0 0 0 44 0 0 0 162
Editor’s introduction 0 0 0 14 0 0 0 98
Efficient importance sampling for ML estimation of SCD models 0 0 0 22 0 0 0 115
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 0 1 1 367
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 0 1 2 37
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 90 0 0 3 315
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 0 0 1 87
Forecasting a long memory process subject to structural breaks 0 0 1 60 0 0 1 230
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 0 28 0 1 2 168
Inter-industry and intra-industry specialization in manufactured goods 0 0 1 73 0 0 2 307
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 0 2 346 0 1 7 871
Intradaily dynamic portfolio selection 0 0 0 14 0 0 0 91
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 1 2 114
Marginal likelihood for Markov-switching and change-point GARCH models 1 1 1 63 1 1 2 248
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 3 3 0 0 4 4
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 10 0 0 3 49
Multivariate GARCH models: a survey 1 1 9 17 1 5 35 94
Multivariate GARCH models: a survey 0 0 3 1,734 1 3 24 3,727
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 1 1 139
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 210 2 3 7 615
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 4 0 0 0 33
On marginal likelihood computation in change-point models 0 0 0 11 0 1 2 68
Ranking Economics Departments in Europe: A Statistical Approach 0 0 0 1,257 0 1 1 4,477
Recent advances in Bayesian econometrics 0 0 0 69 0 0 1 180
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 0 1 3 41
Stochastic Conditional Intensity Processes 0 0 0 76 0 0 2 228
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 1 1 13 0 2 3 33
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 34 0 1 3 115
The Econometrics of Industrial Organization 0 1 3 206 0 1 3 424
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 1 8 34 1 3 15 116
The Resistible Decline of European Science 0 0 0 15 0 1 1 116
The determinants of intra-European trade in manufactured goods 0 0 0 80 0 0 4 213
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 1 3 94 0 1 7 262
Theory and inference for a Markov switching GARCH model 0 0 0 110 1 5 8 388
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 0 8 0 0 1 81
We modeled long memory with just one lag! 0 1 2 4 1 2 7 12
Total Journal Articles 2 9 53 6,182 11 56 217 20,121

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 0 7 44 796
Total Books 0 0 0 0 0 7 44 796

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 7 40 3 4 13 118
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 0 0 2 6
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 1 1 8
Total Chapters 0 1 7 40 3 5 16 132

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