Access Statistics for Luc Bauwens

Author contact details at EconPapers.

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 1 1 11 820
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 0 5 25 439
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 0 2 10 33
A Gibbs sampling approach to cointegration 0 0 0 36 0 1 9 116
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 1 3 10 75
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 0 3 13 553
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 0 2 12 164
A comparison of financial duration models via density forecast 0 0 0 0 0 1 15 77
A comparison of financial duration models via density forecasts 0 1 1 82 0 2 18 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 0 1 11 87
A component GARCH model with time varying weights 0 0 0 0 0 1 19 1,075
A component GARCH model with time varying weights 0 0 0 14 0 1 12 76
A component GARCH model with time varying weights 0 0 0 87 1 1 6 293
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 0 7 50
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 1 2 15 164
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 3 4 14 165
A new approach: the factorial hidden Markov volatility model 0 0 0 0 0 0 9 34
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 0 1 16 253
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 3 3 21 73
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 1 1 12 435
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 0 2 13 30
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 0 1 9 118
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 1 1 8 26
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 2 11 255
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 2 11 61
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 1 1 4 0 3 10 54
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 1 10 36
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 1 1 10 1,067
Asymmetric Models for Realized Covariances 0 0 3 7 0 1 18 29
Asymmetric Models for Realized Covariances 0 0 2 10 0 0 20 38
Asymmetric models for realized covariances 0 0 0 0 2 2 2 2
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 0 1 15 129
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 2 197 0 0 21 518
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 0 1 10 29
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 0 2 18 418
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 1 2 25 1,713
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 1 59 0 1 11 1,192
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 1 2 9 1,579
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 1 2 16 1,017
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 0 2 12 335
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 0 2 12 44
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 1 3 12 246
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 0 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 1 3 16 110
Bayesian methods 0 0 3 419 3 3 13 701
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 1 1 14 96
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 1 1 9 39
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 4 34
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 5 85
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 0 7 36
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 0 2 14 114
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 1 158 1 4 23 377
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 1 2 11 11
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 0 23 1 2 18 108
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 1 1 3 86
Dynamic conditional correlation models for realized covariance matrices 0 0 5 135 0 1 24 399
Dynamic latent factor models for intensity processes 0 0 0 114 0 1 14 341
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 0 0 9 36
Econometrics 0 0 1 24 0 0 8 113
Econometrics 0 0 0 0 0 1 11 52
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 1 8 30
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 1 1 9 200
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 0 1 7 126
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 0 0 8 34
Estimating End-Use Demand: A Bayesian Approach 0 0 0 6 0 1 10 375
Estimating End-use Demand: a Bayesian Approach 0 0 0 2 0 0 9 31
Estimating and forecasting structural breaks in financial time series 0 0 3 109 0 2 16 366
Estimating end-use demand: A Bayesian approach 0 0 0 1 0 0 4 33
Estimation and Empirical Performance of Non-Scalar DCC Models 0 0 0 0 0 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 1 1 13 582
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 0 12 165
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 4 33
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 0 1 11 13
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 0 9 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 18 174
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 0 31 549
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 1 16 524
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 0 11 154
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 2 11 53
Gibbs sampling approach to cointegration 0 0 0 0 0 1 7 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 0 1 15 227
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 0 0 15 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 3 4 14 1,027
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 0 1 1 56 0 2 21 182
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 2 14 91
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 0 0 11 12
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 1 12 21
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 1 6 33
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 1 1 20 242
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 1 2 7 71
Modelling Financial High Frequency Data Using Point Processes 0 0 0 254 1 2 12 689
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 1 3 18 83
Modelling financial high frequency data using point processes 0 0 0 101 0 0 10 318
Modelling financial high frequency data using point processes 0 0 0 95 0 1 12 364
Modelling financial high frequency data using point processes 0 0 0 0 0 0 7 54
Modelling interest rates with a cointegrated VAR-GARCH model 1 1 2 167 2 2 14 1,998
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 0 1 14 120
Multivariate GARCH models and their Estimation 0 0 0 0 1 1 5 534
Multivariate GARCH models: a survey 0 0 0 475 6 6 40 1,179
Multivariate GARCH models: a survey 0 0 0 40 1 1 107 329
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 1 15 118
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 1 2 14 31
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 14 487
Multivariate volatility modeling of electricity futures 0 0 0 20 1 1 16 128
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 11 12
Multivariate volatility modeling of electricity futures 0 0 0 0 0 4 17 29
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 2 12 230
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 1 9 64
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 1 40 2 4 19 76
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 0 1 14 25
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 1 2 12 60
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 0 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 1 0 0 7 26
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration 0 0 0 0 1 1 3 17
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 0 243 0 1 20 764
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 0 0 17 1 3 15 39
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 0 2 8 614 2 5 41 1,334
Regime switching GARCH models 0 0 2 191 1 3 26 561
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 1 1 22 89
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 0 1 14 28
Stochastic conditional intensity processes 0 0 0 6 0 1 19 56
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 0 1 18 929
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 1 2 7 1,028
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 0 3 21 709
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 9 54
The Resistible Decline of European Science 0 0 0 4 0 1 3 82
The Resistible Decline of European Science 0 0 0 80 0 0 10 344
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 1 1 13 49
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 1 1 6 6
The law of large (small?) numbers and the demand for insurance 0 0 0 0 1 1 4 31
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 1 52 0 5 24 230
The moments of Log-ACD models 0 0 0 0 0 0 11 66
The resistible decline of European Science 0 0 0 1 0 0 10 38
The resistible decline of European science 0 0 0 1 0 1 11 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 67 0 0 11 1,232
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 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 0 1 26 1,381
Theory and inference for a Markov switching GARCH model 0 0 3 133 4 7 20 366
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 0 391 0 0 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 0 0 14 37
Volatility Models 0 0 0 0 1 3 18 65
Volatility models 0 0 0 313 0 1 23 667
We modeled long memory with just one lag! 0 0 0 0 1 1 13 18
We modeled long memory with just one lag! 0 0 0 55 1 1 8 44
We modeled long memory with just one lag! 0 0 0 0 0 1 6 9
Total Working Papers 1 6 60 10,369 73 208 2,544 51,286
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 3 17 126
A Component GARCH Model with Time Varying Weights 0 0 0 96 0 1 22 341
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 10 1 5 22 46
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 3 14 363
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 1 17 0 0 14 114
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 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 1 1 5 5
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 0 1 16 68
Bayesian Clustering of Many Garch Models 1 1 1 58 1 1 16 173
Bayesian Diagnostics for Heterogeneity 0 0 1 7 0 2 9 37
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 0 60 0 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 0 3 16 1,231
Bayesian option pricing using asymmetric GARCH models 0 0 0 231 2 2 13 498
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 0 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 0 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 1 1 1 6 2 2 10 47
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 91 1 2 14 331
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 1 13 0 2 11 100
Forecasting a long memory process subject to structural breaks 0 0 1 61 1 3 21 256
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 0 11 884
Intradaily dynamic portfolio selection 0 0 0 14 0 0 7 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 13 267
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 1 5 0 3 11 20
Modeling the Dependence of Conditional Correlations on Market Volatility 0 1 1 12 0 2 11 63
Multivariate GARCH models: a survey 0 0 1 26 0 4 38 158
Multivariate GARCH models: a survey 0 0 2 1,740 0 1 73 3,809
Multivariate mixed normal conditional heteroskedasticity 0 1 1 52 1 7 21 160
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 212 3 4 20 637
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 8 77
Ranking Economics Departments in Europe: A Statistical Approach 0 0 0 1,258 1 1 8 4,487
Recent advances in Bayesian econometrics 0 1 1 70 0 2 10 191
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 0 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 0 2 15 50
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 3 4 20 139
The Econometrics of Industrial Organization 0 0 0 206 0 2 5 429
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 3 7 48 0 3 21 151
The Resistible Decline of European Science 0 0 0 15 0 0 8 126
The contribution of realized variance–covariance models to the economic value of volatility timing 1 1 4 4 1 3 29 29
The determinants of intra-European trade in manufactured goods 0 0 0 80 0 0 3 218
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 94 0 0 8 271
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 2 21 413
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 1 10 1 1 5 89
We modeled long memory with just one lag! 1 1 1 5 1 1 13 26
Total Journal Articles 4 11 41 6,262 22 90 849 21,121

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference in Dynamic Econometric Models 0 0 0 0 1 3 23 828
Total Books 0 0 0 0 1 3 23 828

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 3 43 0 1 18 136
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 0 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 1 1 11 11
Total Chapters 0 0 3 43 1 3 43 178

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11