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 1 2 82
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 0 1 4 809
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 1 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 2 147
A Component GARCH Model with Time Varying Weights 0 0 1 196 0 0 2 414
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 0 1 3 23
A Gibbs sampling approach to cointegration 1 1 1 36 1 1 2 107
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 0 1 2 65
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 0 0 1 540
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 1 152
A comparison of financial duration models via density forecast 0 0 0 0 0 0 1 62
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 1 43
A comparison of financial duration models via density forecasts 0 0 0 81 1 1 2 1,142
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 1 76
A component GARCH model with time varying weights 0 0 0 14 0 0 1 64
A component GARCH model with time varying weights 0 0 0 0 0 2 4 1,056
A component GARCH model with time varying weights 0 0 0 87 0 0 0 287
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 0 1 1 149
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 1 2 43
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 0 0 2 151
A new approach: the factorial hidden Markov volatility model 0 0 0 0 0 0 1 25
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 0 1 1 237
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 0 0 2 52
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 0 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 2 1,006
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 2 2 88
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 1 3 533
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 1 1 65
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 0 0 51
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 1 1 17
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 1 2 3 109
An export model for the Belgian industry 0 0 0 3 0 0 0 11
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 0 0 1 18
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 0 1 2 304
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 1 74 0 0 1 244
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 0 0 50
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 0 0 3 0 0 0 44
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 0 0 0 26
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 1 2 3 1,057
Asymmetric Models for Realized Covariances 0 0 4 4 0 1 11 11
Asymmetric Models for Realized Covariances 1 1 8 8 1 2 18 18
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 0 0 1 23
Autoregressive moving average infinite hidden Markov-switching models 0 0 0 0 0 0 2 25
Autoregressive moving average infinite hidden markov-switching models 0 0 1 52 0 0 3 114
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 0 1 4 497
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 1 2 2 19
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 1,688
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 0 58 0 0 0 1,181
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 0 2 1,570
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 0 2 3 1,001
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 43 0 0 1 120
Bayesian clustering of many GARCH models 0 0 0 0 0 0 0 27
Bayesian diagnostics for heterogeneity 0 0 0 0 0 0 0 19
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 14 0 1 5 108
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 2 234
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 0 0 1 32
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 0 2 2 39
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 0 25 0 0 3 94
Bayesian methods 1 2 4 416 1 2 19 688
Bayesian option pricing using asymmetric GARCH 0 0 0 22 0 1 3 82
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 0 0 2 30
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 1 2 30
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 0 2 80
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 0 0 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 0 3 6 354
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 1 1 1 23 1 1 4 90
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 2 5 130 1 5 11 375
Dynamic latent factor models for intensity processes 0 0 0 114 0 0 1 327
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 0 0 105
Econometrics 0 0 0 0 0 0 1 41
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 3 3 22
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 0 0 0 26
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 1 1 1 191
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 0 0 2 119
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 1 1 1 22
Estimating and forecasting structural breaks in financial time series 0 0 0 106 1 1 3 350
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 1 14
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 1 1 569
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 1 29
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 0 1 153
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 0 59
Forecasting a long memory process subject to structural breaks 0 0 0 0 0 0 0 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 1 1 2 87
Forecasting long memory processes subject to structural breaks 0 0 0 54 1 2 2 156
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 0 1 518
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 1 2 508
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 1 143
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 1 1 42
Gibbs sampling approach to cointegration 0 0 0 0 1 1 2 17
High frequency finance 0 0 0 0 0 0 0 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 1 1 50 1 2 3 212
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 1 3 3 44
Identifying long-run behaviour with non-stationary data 0 0 0 22 0 0 0 454
Intra-Daily FX Optimal Portfolio Allocation 0 0 1 218 0 2 6 1,013
Intra-daily FX optimal portfolio allocation 0 0 1 35 0 0 4 134
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 2 161
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 0 0 1 1
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 0 3 77
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 0 0 9
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 1 3 27
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 2 4 222
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 0 1 36
Modeling the dependence of conditional correlations on volatility 0 0 0 27 1 1 1 64
Modelling Financial High Frequency Data Using Point Processes 0 1 1 254 0 1 7 677
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 1 44 0 1 5 65
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 0 0 2 24
Modelling financial high frequency data using point processes 0 0 0 95 1 1 5 352
Modelling financial high frequency data using point processes 0 0 0 101 0 0 1 308
Modelling financial high frequency data using point processes 0 0 0 0 0 0 4 47
Modelling interest rates with a cointegrated VAR-GARCH model 0 0 2 165 0 0 4 1,984
Modelling multivariate volatility of electricity futures 0 0 0 0 0 1 1 6
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 0 37 0 2 3 106
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 3 529
Multivariate GARCH models: a survey 0 0 0 475 1 1 2 1,139
Multivariate GARCH models: a survey 0 0 0 40 0 1 7 222
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 1 103
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 1 473
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 0 1 17
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 1 1
Multivariate volatility modeling of electricity futures 0 0 0 66 0 0 1 209
Multivariate volatility modeling of electricity futures 0 0 0 0 1 1 1 12
Multivariate volatility modeling of electricity futures 0 0 0 20 1 1 2 112
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 1 3 218
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 1 1 2 55
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 2 3 11
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 0 0 1 48
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 0 1 357
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 2 37
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 1 871
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
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
Ranking economics departments in Europe: a statistical approach 1 1 1 243 1 1 2 744
Ranking economics departments in Europe: a statistical approach 0 0 0 8 0 0 1 57
Realized Covariance Models with Time-varying Parameters and Spillover Effects 1 1 3 17 1 1 7 24
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 0 0 0 8
Regime switching GARCH models 1 1 3 606 2 3 9 1,293
Regime switching GARCH models 0 0 0 80 0 0 5 265
Regime switching GARCH models 0 0 1 189 0 1 6 535
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 1 2 4 14
Stochastic conditional intensity processes 0 0 0 6 1 1 5 37
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 0 0 3 911
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 0 0 1 1,021
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 0 0 1 8
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 383 1 2 6 688
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 1 3 45
The Resistible Decline of European Science 0 0 0 80 0 0 0 334
The Resistible Decline of European Science 0 0 0 4 1 1 10 79
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 0 0
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 25 0 2 7 36
The law of large (small?) numbers and the demand for insurance 0 0 0 0 0 1 1 27
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 1 57 0 0 2 1,886
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 0 5 76
The moments of Log-ACD models 0 0 0 0 0 0 2 55
The moments of Log-ACD models 0 0 0 51 2 2 4 206
The resistible decline of European Science 0 0 0 1 0 0 0 28
The resistible decline of European science 0 0 0 1 1 1 3 47
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 0 0 1 67 0 0 3 1,221
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 0 1 5 42
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 0 0 3 552 0 0 5 1,355
Theory and inference for a Markov switching GARCH model 0 0 1 54 0 1 4 163
Theory and inference for a Markov switching GARCH model 0 0 1 130 0 1 3 346
Theory and inference for a Markov switching Garch model 0 0 0 4 0 0 2 45
Theory and inference for a Markov switching Garch model 0 0 0 391 0 0 2 732
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 0 2 18
Volatility Models 0 0 0 0 0 2 4 47
Volatility Models 0 0 0 0 0 1 2 23
Volatility models 0 1 2 313 0 3 7 644
We modeled long memory with just one lag! 0 0 0 0 1 1 3 5
We modeled long memory with just one lag! 0 0 1 55 1 1 6 36
We modeled long memory with just one lag! 0 0 0 0 0 0 0 3
Total Working Papers 8 14 56 10,309 38 117 432 48,741
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 1 1 225
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 2 3 26 1 3 4 109
A Component GARCH Model with Time Varying Weights 0 1 2 96 0 3 4 319
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 9 0 2 6 24
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 2 143 0 1 6 340
A comparison of financial duration models via density forecasts 0 0 1 111 0 1 4 349
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 0 0 100
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 1 1 142
An export model for the Belgian industry 0 0 0 22 0 1 2 113
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 1 4 350
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 1 3 4 52
Bayesian Clustering of Many Garch Models 0 0 0 57 0 0 0 157
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 4 211
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 0 4 299
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 0 1 8 1,215
Bayesian option pricing using asymmetric GARCH models 0 1 4 231 1 4 9 485
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 72 0 0 1 172
Causality and exogeneity in econometrics 0 0 1 204 0 0 2 543
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 1 2 2 0 2 7 12
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 0 1 1 210
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 1 2 117
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 0 1 2 368
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 0 0 1 37
Exchange rate volatility and the mixture of distribution hypothesis 0 1 1 91 0 2 4 317
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 0 2 2 89
Forecasting a long memory process subject to structural breaks 0 0 0 60 1 4 5 235
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 0 1 7 173
Inter-industry and intra-industry specialization in manufactured goods 0 0 0 73 0 1 2 308
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 0 0 346 0 2 4 873
Intradaily dynamic portfolio selection 0 0 0 14 1 1 1 92
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 0 1 114
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 1 63 1 4 7 254
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 3 4 0 1 7 9
Modeling the Dependence of Conditional Correlations on Market Volatility 0 1 2 11 0 2 5 52
Multivariate GARCH models: a survey 0 2 14 25 2 9 44 120
Multivariate GARCH models: a survey 1 2 5 1,738 1 5 22 3,736
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 0 1 139
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 1 2 211 0 1 9 617
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 4 0 2 2 35
On marginal likelihood computation in change-point models 0 0 0 11 1 1 2 69
Ranking Economics Departments in Europe: A Statistical Approach 1 1 1 1,258 1 1 3 4,479
Recent advances in Bayesian econometrics 0 0 0 69 0 1 2 181
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 0 0 2 41
Stochastic Conditional Intensity Processes 0 0 0 76 0 0 4 230
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 1 13 0 1 4 35
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 0 2 6 119
The Econometrics of Industrial Organization 0 0 2 206 0 0 2 424
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 1 10 41 0 3 21 130
The Resistible Decline of European Science 0 0 0 15 1 2 3 118
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 0 0 0 0
The determinants of intra-European trade in manufactured goods 0 0 0 80 2 2 5 215
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 1 94 0 0 3 263
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 1 11 392
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 1 9 0 1 4 84
We modeled long memory with just one lag! 0 0 1 4 0 0 6 13
Total Journal Articles 2 14 64 6,221 14 81 278 20,272

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 2 30 805
Total Books 0 0 0 0 0 2 30 805

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 3 40 0 0 7 118
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 0 0 1 7
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 0 3 10
Total Chapters 0 0 3 40 0 0 11 135

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Statistics updated 2025-10-06