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 0 80
A Comparison of Financial Duration Models via Density Forecasts 0 0 1 362 0 1 4 805
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 0 216
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 2 2 145
A Component GARCH Model with Time Varying Weights 0 0 0 195 0 0 1 412
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 1 1 2 21
A Gibbs sampling approach to cointegration 0 0 0 35 0 0 0 105
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 1 34 0 0 1 63
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 0 0 2 539
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 0 0 0 61
A comparison of financial duration models via density forecasts 0 1 1 81 0 1 1 1,140
A comparison of financial duration models via density forecasts 0 0 0 4 0 1 1 42
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 0 75
A component GARCH model with time varying weights 0 0 0 0 0 1 6 1,052
A component GARCH model with time varying weights 0 0 1 87 0 0 1 287
A component GARCH model with time varying weights 0 0 0 14 0 0 0 63
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 1 1 41
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 1 68 0 1 3 148
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 0 0 1 149
A new approach: the factorial hidden Markov volatility model 0 0 0 0 0 0 4 24
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 0 0 2 236
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 1 17 1 1 2 51
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 0 0 422
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 0 0 1,004
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 0 0 0 530
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 2 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 0 0 0 106
An export model for the Belgian industry 0 0 0 3 0 1 1 11
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 0 0 0 17
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 0 1 1 302
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 5 73 0 0 9 243
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 1 4 50
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 0 0 3 0 1 4 44
Asymmetric ACD models: Introducing price information in ACD models 0 1 1 4 0 1 1 26
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 0 0 0 1,054
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 0 0 1 22
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 51 0 0 1 111
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 0 194 0 0 1 493
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 0 0 3 1,685
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 0 1 1,568
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 0 0 4 998
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 0 119
Bayesian diagnostics for heterogeneity 0 0 0 0 0 0 1 19
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 0 0 103
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 0 232
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 0 0 0 31
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 1 63 0 0 1 323
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 2 5 91
Bayesian methods 0 0 5 412 7 10 22 676
Bayesian option pricing using asymmetric GARCH 0 1 1 22 0 1 1 79
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 0 0 1 28
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 1 78
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 0 28
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 1 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 2 157 0 1 3 348
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 1 1 22 0 1 2 86
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 0 0 1 83
Dynamic conditional correlation models for realized covariance matrices 0 1 1 125 0 1 1 364
Dynamic latent factor models for intensity processes 0 0 0 114 0 0 1 326
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 0 0 0 27
Econometrics 0 0 0 23 0 1 2 105
Econometrics 0 0 0 0 0 1 1 40
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 3 0 0 1 26
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 0 0 0 117
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 0 0 3 190
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 0 0 347
Estimating end-use demand: A Bayesian approach 0 0 0 0 0 0 0 28
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 1 37 0 0 1 152
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 0 28
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 1 1 59
Forecasting a long memory process subject to structural breaks 0 0 0 0 0 1 1 2
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 0 1 21
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 0 1 85
Forecasting long memory processes subject to structural breaks 0 1 2 54 0 1 4 154
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 0 1 517
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 1 1 2 507
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 1 0 0 0 41
Gibbs sampling approach to cointegration 0 0 0 0 0 0 0 15
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 1 1 2 1,008
Intra-daily FX optimal portfolio allocation 0 0 0 34 0 0 0 130
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 0 0 159
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 0 0 0 0
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 0 0 74
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 0 2 9
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 1 1 24
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 0 1 218
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 0 1 35
Modeling the dependence of conditional correlations on volatility 0 0 0 27 0 1 1 63
Modelling Financial High Frequency Data Using Point Processes 0 0 2 253 1 2 5 671
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 1 43 1 1 6 61
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 1 1 2 23
Modelling financial high frequency data using point processes 0 0 0 95 1 2 3 348
Modelling financial high frequency data using point processes 0 0 0 0 0 2 8 43
Modelling financial high frequency data using point processes 0 0 1 101 0 0 5 307
Modelling interest rates with a cointegrated VAR-GARCH model 1 1 1 164 1 1 3 1,981
Modelling multivariate volatility of electricity futures 0 0 0 0 0 1 2 5
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 1 37 0 0 4 103
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 4 526
Multivariate GARCH models: a survey 0 0 1 475 0 1 5 1,137
Multivariate GARCH models: a survey 0 0 0 40 1 2 10 216
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 0 0 16
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 0 472
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 1 1 103
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 1 11
Multivariate volatility modeling of electricity futures 0 0 0 20 0 0 0 110
Multivariate volatility modeling of electricity futures 0 0 0 66 0 0 0 208
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 0 0
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 0 0 1 215
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 0 1 53
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 1 1 1 9
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 0 0 0 47
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 0 2 356
On marginal likelihood computation in change-point models 0 0 0 33 0 0 0 98
On marginal likelihood computation in change-point models 0 0 0 6 0 0 1 35
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 2 870
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 0 0 56
Ranking economics departments in Europe: a statistical approach 0 0 0 242 1 2 3 743
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 1 14 14 0 2 17 17
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 0 1 1 8
Regime switching GARCH models 0 0 1 80 0 2 7 260
Regime switching GARCH models 0 0 0 188 0 0 2 529
Regime switching GARCH models 0 0 0 603 0 1 1 1,284
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 0 0 0 81 0 0 1 67
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 0 0 0 10
Stochastic conditional intensity processes 0 0 0 6 0 0 0 32
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 0 0 0 908
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 0 0 2 1,020
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 0 0 0 7
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 6 381 0 2 7 682
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 1 2 43
The Resistible Decline of European Science 0 0 0 4 0 1 2 69
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 2 24 0 0 11 29
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 1 26
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 0 56 0 0 1 1,884
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 0 5 71
The moments of Log-ACD models 0 0 0 0 1 4 5 54
The moments of Log-ACD models 0 0 1 51 0 4 5 202
The resistible decline of European Science 0 0 0 1 0 0 1 28
The resistible decline of European science 0 0 0 1 0 0 0 44
The resistible decline of European science 0 0 0 39 0 0 1 207
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 1 1 1 38
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 66 1 1 2 1,219
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 1 1 1 23
Theory and Inference for a Markov-Switching GARCH Model 0 0 1 549 0 0 1 1,350
Theory and inference for a Markov switching GARCH model 0 0 0 53 0 0 0 159
Theory and inference for a Markov switching GARCH model 0 0 0 129 0 1 5 343
Theory and inference for a Markov switching Garch model 0 0 0 391 0 0 0 730
Theory and inference for a Markov switching Garch model 0 0 3 4 0 0 9 43
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 0 0 16
Volatility Models 0 0 0 0 0 0 1 21
Volatility Models 0 0 0 0 0 1 3 43
Volatility models 0 0 4 311 1 1 10 638
We modeled long memory with just one lag! 0 0 0 0 1 2 3 3
We modeled long memory with just one lag! 0 0 0 54 0 0 2 30
We modeled long memory with just one lag! 0 0 0 0 0 0 2 3
Total Working Papers 1 9 67 10,254 27 88 323 48,336
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 0 0 224
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 0 0 23 0 0 2 105
A Component GARCH Model with Time Varying Weights 0 0 2 94 0 1 3 315
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 1 1 1 9 1 1 2 19
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 1 141 0 1 3 334
A comparison of financial duration models via density forecasts 0 1 5 110 0 1 6 345
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 1 2 100
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 1 1 141
An export model for the Belgian industry 0 0 0 22 0 0 2 111
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 1 1 1 347
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 1 6 0 1 5 48
Bayesian Clustering of Many Garch Models 0 1 1 57 0 1 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 0 0 207
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 1 1 1 296
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 1 3 7 1,208
Bayesian option pricing using asymmetric GARCH models 0 0 0 227 0 0 3 476
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 1 1 72 0 1 1 171
Causality and exogeneity in econometrics 0 0 2 203 1 1 4 542
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 0 0 3 5
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 0 0 366
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 0 1 1 36
Exchange rate volatility and the mixture of distribution hypothesis 0 1 1 90 2 3 4 315
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 1 12 0 0 3 87
Forecasting a long memory process subject to structural breaks 0 0 1 60 0 0 2 230
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 0 28 0 0 0 166
Inter-industry and intra-industry specialization in manufactured goods 0 0 2 73 0 0 2 306
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 1 7 346 1 3 13 870
Intradaily dynamic portfolio selection 0 0 0 14 0 0 0 91
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 0 1 113
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 62 0 1 1 247
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 1 1 2 2 1 1 3 3
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 0 9 0 0 1 47
Multivariate GARCH models: a survey 1 2 5 1,734 6 8 26 3,720
Multivariate GARCH models: a survey 3 5 7 14 6 11 29 82
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 0 0 138
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 5 209 0 0 11 608
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 67
Ranking Economics Departments in Europe: A Statistical Approach 0 0 0 1,257 0 0 1 4,476
Recent advances in Bayesian econometrics 0 0 0 69 1 1 1 180
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 0 0 1 39
Stochastic Conditional Intensity Processes 0 0 0 76 0 0 2 226
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 0 12 0 1 1 31
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 34 1 1 3 114
The Econometrics of Industrial Organization 0 1 1 204 0 1 1 422
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 2 4 13 33 3 7 21 112
The Resistible Decline of European Science 0 0 0 15 0 0 0 115
The determinants of intra-European trade in manufactured goods 0 0 0 80 0 1 1 210
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 4 93 1 2 9 261
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 0 4 381
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 0 8 0 0 0 80
We modeled long memory with just one lag! 0 1 2 3 2 3 8 9
Total Journal Articles 8 20 66 6,165 29 61 200 20,023

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 37 780
Total Books 0 0 0 0 5 11 37 780

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 2 5 8 39 2 6 14 113
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 0 1 2 6
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 0 1 7
Total Chapters 2 5 8 39 2 7 17 126

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