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 1 1 17
A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models 0 0 0 0 11 12 12 15
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 4 6 8 89
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 3 6 9 815
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 7 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 2 4 5 151
A Component GARCH Model with Time Varying Weights 0 0 0 196 5 8 13 427
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 1 6 8 29
A Gibbs sampling approach to cointegration 0 0 1 36 3 4 6 111
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 1 3 5 68
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 1 5 5 545
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 2 6 7 158
A comparison of financial duration models via density forecast 0 0 0 0 2 12 13 74
A comparison of financial duration models via density forecasts 0 0 0 4 1 3 6 48
A comparison of financial duration models via density forecasts 0 0 0 81 6 11 12 1,153
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 2 4 6 81
A component GARCH model with time varying weights 0 0 0 14 3 6 7 70
A component GARCH model with time varying weights 0 0 0 0 4 8 14 1,066
A component GARCH model with time varying weights 0 0 0 87 1 1 2 289
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 5 6 7 155
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 2 4 6 47
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 3 4 5 156
A new approach: the factorial hidden Markov volatility model 0 0 0 0 4 5 6 30
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 5 10 12 248
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 14 16 17 68
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 2 7 8 431
Adaptive Polar Sampling 0 0 0 0 3 9 9 171
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 2 3 5 91
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 16 20 21 1,026
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 1 2 5 521
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 4 7 11 541
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 6 10 11 75
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 3 5 6 57
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 1 4 5 21
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 3 6 9 115
An export model for the Belgian industry 0 0 0 3 2 2 2 13
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 3 5 7 310
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 3 4 5 22
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 0 74 0 1 3 247
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 1 3 5 55
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 0 0 3 3 4 4 48
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 5 6 32
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 1 1 79 3 5 8 1,062
Asymmetric Models for Realized Covariances 0 1 1 5 1 7 8 18
Asymmetric Models for Realized Covariances 0 1 5 10 4 9 19 28
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 4 5 6 29
Autoregressive moving average infinite hidden Markov-switching models 0 0 0 0 2 2 4 27
Autoregressive moving average infinite hidden markov-switching models 0 0 1 52 6 9 12 123
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 2 5 11 504
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 2 5 8 25
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 7 12 13 413
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 11 20 22 1,708
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 0 58 2 5 6 1,187
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 5 5 7 1,576
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 3 9 13 1,011
Bayesian and classical econometric modeling of time series 0 0 0 0 3 5 5 20
Bayesian clustering of many GARCH models 0 0 0 0 3 6 6 33
Bayesian clustering of many GARCH models 0 0 0 43 3 3 4 124
Bayesian diagnostics for heterogeneity 0 0 0 0 4 4 4 23
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 2 6 110
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 2 4 4 238
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 4 5 5 328
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 3 5 5 37
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 5 8 10 47
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 25 6 8 8 130
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 25 4 8 10 102
Bayesian methods 1 2 6 418 2 4 12 693
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 4 7 10 90
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 1 2 2 32
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 2 3 5 83
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 2 2 4 32
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 3 6 6 106
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 1 4 5 34
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 1 1 1 158 7 8 14 362
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 2 2 5 92
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 3 5 18 383
Dynamic latent factor models for intensity processes 0 0 0 114 3 4 5 331
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 3 5 5 32
Econometrics 0 0 0 0 0 5 7 47
Econometrics 0 0 0 23 2 4 4 109
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 5 6 9 28
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 1 3 5 123
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 2 6 8 198
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 3 6 6 32
Estimating End-Use Demand: A Bayesian Approach 0 0 0 6 2 3 3 368
Estimating End-use Demand: a Bayesian Approach 0 0 0 2 5 7 8 29
Estimating and forecasting structural breaks in financial time series 0 1 1 107 2 6 10 358
Estimating end-use demand: A Bayesian approach 0 0 0 1 1 3 3 32
Estimation and Empirical Performance of Non-Scalar DCC Models 0 0 0 0 1 3 4 17
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 51 1 2 2 64
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 5 7 8 576
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 2 3 4 156
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 1 2 2 31
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 2 6 6 65
Forecasting a long memory process subject to structural breaks 0 0 0 0 2 4 5 7
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 3 3 5 26
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 4 4 5 91
Forecasting long memory processes subject to structural breaks 1 1 1 55 5 10 12 166
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 6 22 25 542
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 3 7 10 152
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 8 9 10 517
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 3 5 6 47
Gibbs sampling approach to cointegration 0 0 0 0 1 3 5 21
High frequency finance 0 0 0 0 2 5 5 46
High frequency financial econometrics. Recent developments 0 0 0 0 1 7 8 82
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 0 1 2 51 3 8 12 221
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 1 7 10 51
Identifying long-run behaviour with non-stationary data 0 0 0 22 9 13 13 467
Intra-Daily FX Optimal Portfolio Allocation 0 0 1 218 1 2 6 1,016
Intra-daily FX optimal portfolio allocation 0 0 1 35 4 6 10 141
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models 0 0 0 21 5 11 12 195
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 1 1 32 0 4 5 110
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 5 7 9 169
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 3 5 7 7
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 3 5 9 83
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 3 4 5 14
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 2 3 6 30
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 11 14 18 236
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 2 5 6 41
Modeling the dependence of conditional correlations on volatility 0 0 0 27 2 3 4 67
Modelling Financial High Frequency Data Using Point Processes 0 0 1 254 6 8 14 686
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 3 5 6 29
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 1 44 1 7 12 74
Modelling financial high frequency data using point processes 0 0 0 101 7 7 8 316
Modelling financial high frequency data using point processes 0 0 0 95 7 8 12 360
Modelling financial high frequency data using point processes 0 0 0 0 5 6 9 53
Modelling interest rates with a cointegrated VAR-GARCH model 0 0 2 166 5 7 13 1,994
Modelling multivariate volatility of electricity futures 0 0 0 0 1 2 3 8
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 0 37 3 7 10 113
Multivariate GARCH models and their Estimation 0 0 0 0 2 2 3 531
Multivariate GARCH models: a survey 0 0 0 40 52 59 74 293
Multivariate GARCH models: a survey 0 0 0 475 8 12 21 1,159
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 5 10 10 483
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 2 4 4 21
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 6 7 110
Multivariate volatility modeling of electricity futures 0 0 0 0 5 7 8 8
Multivariate volatility modeling of electricity futures 0 0 0 0 2 4 6 17
Multivariate volatility modeling of electricity futures 0 0 0 66 3 7 7 216
Multivariate volatility modeling of electricity futures 0 0 0 20 3 5 8 118
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 3 6 8 224
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 2 4 7 61
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 1 40 3 6 8 65
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 0 2 5 14
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 2 2 2 50
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 4 8 9 365
On marginal likelihood computation in change-point models 0 0 0 6 4 5 7 42
On marginal likelihood computation in change-point models 0 0 0 33 4 6 6 104
On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors 0 0 0 55 4 5 6 876
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration 0 0 0 1 2 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 2 2 2 16
Ranking economics departments in Europe: a statistical approach 0 0 1 243 5 8 11 754
Ranking economics departments in Europe: a statistical approach 0 0 0 8 5 7 8 65
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 0 3 17 8 9 16 33
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 0 0 0 8
Regime switching GARCH models 0 1 2 190 7 11 25 555
Regime switching GARCH models 1 1 4 607 7 10 20 1,306
Regime switching GARCH models 0 1 1 81 3 5 8 271
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 0 0 0 81 2 6 13 80
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 2 9 12 23
Stochastic conditional intensity processes 0 0 0 6 4 8 11 45
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 4 8 10 920
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 1 1 1 1,022
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 6 11 11 19
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 7 11 16 699
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 3 5 48
The Resistible Decline of European Science 0 0 0 4 0 0 10 79
The Resistible Decline of European Science 0 0 0 80 4 6 6 340
The contribution of realized covariance models to the economic value of volatility timing 1 1 1 26 4 6 13 44
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 1 1 1 1
The law of large (small?) numbers and the demand for insurance 0 0 0 0 1 2 3 29
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 1 2 58 2 3 5 1,889
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 4 7 12 84
The moments of Log-ACD models 0 0 0 0 2 4 6 60
The moments of Log-ACD models 0 0 0 51 5 10 17 219
The resistible decline of European Science 0 0 0 1 3 7 7 35
The resistible decline of European science 0 0 0 39 2 5 6 213
The resistible decline of European science 0 0 0 1 4 8 11 56
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 3 5 11 49
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 1 67 1 3 8 1,227
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 4 6 7 30
Theory and Inference for a Markov-Switching GARCH Model 0 0 3 553 6 8 18 1,369
Theory and inference for a Markov switching GARCH model 0 0 0 54 2 5 7 168
Theory and inference for a Markov switching GARCH model 0 1 2 132 3 6 8 353
Theory and inference for a Markov switching Garch model 0 0 0 391 1 4 7 738
Theory and inference for a Markov switching Garch model 0 0 0 4 5 7 9 53
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 3 5 21
Volatility Models 0 0 0 0 5 8 9 31
Volatility Models 0 0 0 0 5 7 10 54
Volatility models 0 0 2 313 2 15 22 660
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 0 0 4 9 11 14
We modeled long memory with just one lag! 0 0 1 55 1 4 10 40
Total Working Papers 5 17 60 10,331 682 1,192 1,642 50,085
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 3 5 7 231
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 0 3 26 2 3 11 116
A Component GARCH Model with Time Varying Weights 0 0 1 96 2 5 15 331
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 10 1 5 12 31
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 1 1 3 144 2 7 14 350
A comparison of financial duration models via density forecasts 0 0 0 111 3 7 10 356
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 3 3 4 104
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 4 7 8 149
An export model for the Belgian industry 0 0 0 22 1 1 5 116
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 2 8 11 359
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 2 4 7 56
Bayesian Clustering of Many Garch Models 0 0 0 57 3 6 6 163
Bayesian Diagnostics for Heterogeneity 1 1 1 7 3 3 3 31
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 0 60 1 5 10 217
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 4 6 6 305
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 3 4 11 1,223
Bayesian option pricing using asymmetric GARCH models 0 0 4 231 2 2 13 490
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 72 1 2 2 174
Causality and exogeneity in econometrics 0 0 0 204 3 3 3 546
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 2 2 7 12 21 27
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 1 3 5 214
Editor's introduction 0 0 0 5 1 4 4 83
Editors' introduction Bayesian and classical econometric modeling of time series 0 0 0 44 2 2 2 164
Editor’s introduction 0 0 0 14 1 2 2 100
Efficient importance sampling for ML estimation of SCD models 0 0 0 22 3 6 8 123
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 2 4 6 372
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 3 4 5 41
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 91 7 9 11 326
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 1 3 6 93
Forecasting a long memory process subject to structural breaks 1 1 1 61 7 12 17 247
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 1 9 16 183
Inter-industry and intra-industry specialization in manufactured goods 0 0 0 73 3 5 7 314
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 0 1 347 3 7 12 882
Intradaily dynamic portfolio selection 0 0 0 14 1 3 4 95
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 8 13 14 128
Marginal likelihood for Markov-switching and change-point GARCH models 0 1 2 64 2 5 14 261
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 1 4 0 1 9 13
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 11 2 4 7 56
Multivariate GARCH models: a survey 0 0 9 25 6 16 51 142
Multivariate GARCH models: a survey 1 1 5 1,739 29 51 67 3,792
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 5 6 8 147
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 211 4 8 12 625
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 1 5 6 9 13 46
On marginal likelihood computation in change-point models 0 0 0 11 0 0 2 69
Ranking Economics Departments in Europe: A Statistical Approach 0 0 1 1,258 5 6 8 4,485
Recent advances in Bayesian econometrics 0 0 0 69 2 3 4 184
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 2 4 7 47
Stochastic Conditional Intensity Processes 0 0 0 76 3 7 11 239
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 0 13 3 6 8 41
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 7 11 126
The Econometrics of Industrial Organization 0 0 0 206 0 1 1 425
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 1 3 11 44 5 11 28 141
The Resistible Decline of European Science 0 0 0 15 3 4 7 122
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 4 10 11 11
The determinants of intra-European trade in manufactured goods 0 0 0 80 1 3 5 218
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 1 94 2 4 6 267
Theory and inference for a Markov switching GARCH model 0 0 0 110 6 12 20 406
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 1 2 10 0 3 6 87
We modeled long memory with just one lag! 0 0 0 4 5 8 10 21
Total Journal Articles 5 9 56 6,233 193 373 624 20,711

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 3 8 21 814
Total Books 0 0 0 0 3 8 21 814

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 2 41 4 7 12 126
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 0 1 2 8
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 2 4 7 15
Modelling Financial High Frequency Data Using Point Processes 0 0 0 0 5 6 6 6
Total Chapters 0 1 2 41 11 18 27 155

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Statistics updated 2026-02-12