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 4 20
A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models 0 0 0 0 0 0 28 31
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 8 90
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 0 0 10 819
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 9 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 8 155
A Component GARCH Model with Time Varying Weights 0 0 0 196 3 6 25 439
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 2 2 10 33
A Gibbs sampling approach to cointegration 0 0 1 36 0 3 10 116
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 2 2 9 74
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 2 4 13 553
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 2 2 12 164
A comparison of financial duration models via density forecast 0 0 0 0 1 1 15 77
A comparison of financial duration models via density forecasts 1 1 1 82 1 2 19 1,160
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 9 52
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 1 1 11 87
A component GARCH model with time varying weights 0 0 0 14 1 1 12 76
A component GARCH model with time varying weights 0 0 0 87 0 0 5 292
A component GARCH model with time varying weights 0 0 0 0 0 1 19 1,075
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 1 1 14 163
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 1 7 50
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 1 2 11 162
A new approach: the factorial hidden Markov volatility model 0 0 0 0 0 1 9 34
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 1 1 16 253
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 0 0 18 70
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 0 11 434
Adaptive Polar Sampling 0 0 0 0 0 0 14 176
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 1 10 98
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 0 1 24 1,030
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 0 8 524
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 0 0 12 545
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 0 18 83
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 0 10 61
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 2 3 13 30
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 1 1 10 118
An export model for the Belgian industry 0 0 0 3 0 0 6 17
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 0 0 7 25
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 0 0 10 314
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 0 74 1 1 10 254
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 2 3 11 61
Art experts and auctions:are pre-sale estimates unbiased and fully informative 1 1 1 4 3 4 10 54
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 0 1 9 35
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 0 0 10 1,066
Asymmetric Models for Realized Covariances 0 0 3 7 1 1 18 29
Asymmetric Models for Realized Covariances 0 0 3 10 0 0 21 38
Asymmetric models for realized covariances 0 0 0 0 0 0 0 0
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 0 0 7 30
Autoregressive moving average infinite hidden Markov-switching models 0 0 0 0 0 0 2 27
Autoregressive moving average infinite hidden markov-switching models 0 0 0 52 1 1 15 129
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 2 197 0 1 21 518
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 1 1 11 29
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 1 2 18 418
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 0 1 24 1,712
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 1 59 1 1 11 1,192
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 1 2 8 1,578
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 1 1 15 1,016
Bayesian and classical econometric modeling of time series 0 0 0 0 0 0 10 25
Bayesian clustering of many GARCH models 0 0 0 0 0 0 6 33
Bayesian clustering of many GARCH models 0 0 0 43 0 0 9 129
Bayesian diagnostics for heterogeneity 0 0 0 0 0 0 7 26
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 1 2 12 335
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 1 3 11 245
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 0 5 113
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 2 2 12 44
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 1 1 10 49
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 25 0 0 13 135
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 25 2 4 15 109
Bayesian methods 0 0 4 419 0 1 11 698
Bayesian mortality modelling with pandemics: a vanishing jump approach 0 0 0 0 0 0 3 4
Bayesian option pricing using asymmetric GARCH 0 0 0 22 0 0 13 95
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 0 0 8 38
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 5 85
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 4 34
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 2 3 14 114
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 0 7 36
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 1 158 1 4 22 376
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 1 1 10 10
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 0 1 18 107
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 0 0 2 85
Dynamic conditional correlation models for realized covariance matrices 0 1 6 135 1 3 25 399
Dynamic latent factor models for intensity processes 0 0 0 114 1 2 14 341
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 0 1 9 36
Econometrics 0 0 0 0 1 1 11 52
Econometrics 0 0 1 24 0 1 8 113
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 1 1 8 30
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 0 0 8 34
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 1 2 7 126
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 0 0 9 199
Estimating End-Use Demand: A Bayesian Approach 0 0 0 6 1 1 10 375
Estimating End-use Demand: a Bayesian Approach 0 0 0 2 0 1 10 31
Estimating and forecasting structural breaks in financial time series 0 0 3 109 1 3 17 366
Estimating end-use demand: A Bayesian approach 0 0 0 1 0 1 4 33
Estimation and Empirical Performance of Non-Scalar DCC Models 0 0 0 0 1 1 8 22
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 51 0 0 9 71
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 1 12 581
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 4 33
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 2 12 165
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 11 70
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 1 11 13
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 1 10 96
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 0 11 32
Forecasting long memory processes subject to structural breaks 0 0 1 55 0 0 19 174
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 1 31 549
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 1 2 16 524
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 11 154
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 2 2 11 53
Gibbs sampling approach to cointegration 0 0 0 0 1 1 8 24
High frequency finance 0 0 0 0 0 0 6 47
High frequency financial econometrics. Recent developments 0 0 0 0 0 0 9 83
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 0 0 2 52 1 1 16 227
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 0 1 16 59
Identifying long-run behaviour with non-stationary data 0 0 0 22 0 0 16 470
Intra-Daily FX Optimal Portfolio Allocation 0 0 1 219 1 1 11 1,024
Intra-daily FX optimal portfolio allocation 0 0 0 35 0 1 15 149
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models 0 0 0 21 0 0 13 196
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 0 0 16 121
Marginal Likelihood for Markov-switching and Change-point Garch Models 1 1 1 56 1 2 21 182
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 0 0 11 12
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 2 2 14 91
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 1 1 12 21
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 1 1 6 33
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 0 19 241
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 0 6 42
Modeling the dependence of conditional correlations on volatility 0 0 0 27 0 1 7 70
Modelling Financial High Frequency Data Using Point Processes 0 0 0 254 1 1 11 688
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 0 0 9 33
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 1 45 2 3 17 82
Modelling financial high frequency data using point processes 0 0 0 101 0 1 10 318
Modelling financial high frequency data using point processes 0 0 0 0 0 0 7 54
Modelling financial high frequency data using point processes 0 0 0 95 0 1 13 364
Modelling interest rates with a cointegrated VAR-GARCH model 0 0 1 166 0 0 12 1,996
Modelling multivariate volatility of electricity futures 0 0 0 0 0 0 4 10
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 1 38 1 1 14 120
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 4 533
Multivariate GARCH models: a survey 0 0 0 40 0 1 106 328
Multivariate GARCH models: a survey 0 0 0 475 0 1 35 1,173
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 1 14 487
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 1 15 118
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 1 1 13 30
Multivariate volatility modeling of electricity futures 0 0 0 0 3 4 18 29
Multivariate volatility modeling of electricity futures 0 0 0 20 0 2 16 127
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 11 12
Multivariate volatility modeling of electricity futures 0 0 0 66 0 0 17 226
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 1 12 229
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 1 1 10 64
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 1 40 2 2 17 74
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 0 2 14 25
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 1 1 11 59
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 1 15 372
On marginal likelihood computation in change-point models 0 0 0 33 0 1 12 110
On marginal likelihood computation in change-point models 0 0 0 6 0 0 9 46
On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors 0 0 0 55 0 0 8 879
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 2 16
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 7 26
Ranking economics departments in Europe: a statistical approach 0 0 0 8 0 0 13 70
Ranking economics departments in Europe: a statistical approach 0 0 1 243 0 1 21 764
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 0 1 17 0 3 15 38
Realized covariance models with time-varying parameters and spillover effects 0 0 0 0 0 0 3 3
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 0 0 3 11
Regime switching GARCH models 1 3 9 614 2 6 41 1,332
Regime switching GARCH models 0 0 2 191 1 2 25 560
Regime switching GARCH models 0 0 2 82 0 0 13 278
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 0 0 1 82 0 1 21 88
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 1 1 15 28
Stochastic conditional intensity processes 0 0 0 6 1 3 20 56
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 1 1 18 929
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 1 2 6 1,027
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 0 0 16 24
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 385 2 4 22 709
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 1 10 54
The Resistible Decline of European Science 0 0 0 80 0 0 10 344
The Resistible Decline of European Science 0 0 0 4 1 1 4 82
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 5 5
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 26 0 1 12 48
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 0 0 5 5
The law of large (small?) numbers and the demand for insurance 0 0 0 0 0 0 3 30
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 1 58 0 0 8 1,894
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 0 9 85
The moments of Log-ACD models 0 0 0 0 0 0 11 66
The moments of Log-ACD models 0 0 1 52 5 6 26 230
The resistible decline of European Science 0 0 0 1 0 0 10 38
The resistible decline of European science 0 0 0 1 1 1 12 58
The resistible decline of European science 0 0 0 39 0 0 12 219
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 0 0 9 51
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 67 0 1 11 1,232
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 0 0 9 32
Theory and Inference for a Markov-Switching GARCH Model 0 0 2 554 1 2 26 1,381
Theory and inference for a Markov switching GARCH model 0 0 1 55 0 0 18 181
Theory and inference for a Markov switching GARCH model 0 0 3 133 3 4 16 362
Theory and inference for a Markov switching Garch model 0 0 0 391 0 1 9 741
Theory and inference for a Markov switching Garch model 0 0 0 4 0 1 19 64
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 0 9 27
Volatility Models 0 0 0 0 2 2 17 64
Volatility Models 0 0 0 0 0 0 14 37
Volatility models 0 0 0 313 1 1 23 667
We modeled long memory with just one lag! 0 0 0 0 1 2 6 9
We modeled long memory with just one lag! 0 0 0 0 0 0 13 17
We modeled long memory with just one lag! 0 0 0 55 0 1 8 43
Total Working Papers 4 7 67 10,368 104 197 2,509 51,213
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 11 236
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 1 2 28 1 2 17 125
A Component GARCH Model with Time Varying Weights 0 0 0 96 0 4 22 341
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 10 1 6 21 45
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 1 144 0 2 14 354
A comparison of financial duration models via density forecasts 0 0 0 111 1 2 13 362
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 1 17 0 1 14 114
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 1 1 12 154
An export model for the Belgian industry 0 0 0 22 0 1 4 117
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 0 13 363
Asymmetric models for realized covariances 0 0 1 1 0 1 4 4
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 1 1 17 68
Bayesian Clustering of Many Garch Models 0 0 0 57 0 0 15 172
Bayesian Diagnostics for Heterogeneity 0 0 1 7 1 2 9 37
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 0 60 1 1 10 221
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 1 14 313
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 2 3 16 1,231
Bayesian option pricing using asymmetric GARCH models 0 0 0 231 0 1 12 496
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 72 0 1 6 178
Causality and exogeneity in econometrics 0 0 1 205 0 1 7 550
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 1 3 0 1 35 47
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 1 1 8 218
Editor's introduction 0 0 0 5 0 1 7 86
Editors' introduction Bayesian and classical econometric modeling of time series 0 0 0 44 0 0 4 166
Editor’s introduction 0 0 0 14 0 0 7 105
Efficient importance sampling for ML estimation of SCD models 0 0 0 22 1 2 8 125
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 0 0 5 373
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 0 0 8 45
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 91 0 1 13 330
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 1 1 13 1 3 11 100
Forecasting a long memory process subject to structural breaks 0 0 1 61 1 2 21 255
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 0 30 0 0 13 186
Inter-industry and intra-industry specialization in manufactured goods 0 0 0 73 0 0 8 316
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 0 1 347 0 1 11 884
Intradaily dynamic portfolio selection 0 0 0 14 0 0 8 99
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 0 23 137
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 4 67 0 0 14 267
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 1 5 2 3 11 20
Modeling the Dependence of Conditional Correlations on Market Volatility 1 1 1 12 1 3 11 63
Multivariate GARCH models: a survey 0 0 1 26 4 7 40 158
Multivariate GARCH models: a survey 0 0 3 1,740 1 1 74 3,809
Multivariate mixed normal conditional heteroskedasticity 1 1 1 52 4 6 20 159
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 212 1 4 17 634
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 1 5 0 0 15 50
On marginal likelihood computation in change-point models 0 0 1 12 0 1 9 77
Ranking Economics Departments in Europe: A Statistical Approach 0 0 1 1,258 0 0 8 4,486
Recent advances in Bayesian econometrics 1 1 1 70 1 2 10 191
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 1 1 11 52
Stochastic Conditional Intensity Processes 0 0 0 76 0 2 15 245
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 0 13 2 2 15 50
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 0 2 17 136
The Econometrics of Industrial Organization 0 0 0 206 1 3 5 429
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 3 3 7 48 3 3 21 151
The Resistible Decline of European Science 0 0 0 15 0 0 9 126
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 3 3 1 2 28 28
The determinants of intra-European trade in manufactured goods 0 0 0 80 0 0 5 218
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 94 0 1 8 271
Theory and inference for a Markov switching GARCH model 0 0 0 110 1 3 21 413
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 1 10 0 0 4 88
We modeled long memory with just one lag! 0 0 0 4 0 1 12 25
Total Journal Articles 6 8 39 6,258 36 90 841 21,099

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 2 2 22 827
Total Books 0 0 0 0 2 2 22 827

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 3 43 1 2 18 136
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 1 1 6 13
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 0 8 18
Modelling Financial High Frequency Data Using Point Processes 0 0 0 0 0 0 10 10
Total Chapters 0 1 3 43 2 3 42 177

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