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 1 1 1 17
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 1 2 3 84
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 2 2 6 811
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 1 3 148
A Component GARCH Model with Time Varying Weights 0 0 1 196 3 8 9 422
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 3 3 5 26
A Gibbs sampling approach to cointegration 0 1 1 36 0 1 2 107
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 0 0 2 65
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 2 2 3 542
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 1 2 153
A comparison of financial duration models via density forecast 0 0 0 0 6 6 7 68
A comparison of financial duration models via density forecasts 0 0 0 81 2 3 4 1,144
A comparison of financial duration models via density forecasts 0 0 0 4 0 2 3 45
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 2 77
A component GARCH model with time varying weights 0 0 0 14 1 1 2 65
A component GARCH model with time varying weights 0 0 0 87 0 1 1 288
A component GARCH model with time varying weights 0 0 0 0 1 3 7 1,059
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 1 1 3 44
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 1 1 2 150
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 1 2 3 153
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 5 6 7 243
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 0 0 1 52
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 1 2 3 425
Adaptive Polar Sampling 0 0 0 0 2 2 2 164
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 2 2 4 1,008
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 1 1 3 89
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 3 3 519
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 1 2 5 535
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 1 1 2 66
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 1 1 52
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 2 2 3 19
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 1 2 4 110
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 8 1 2 3 306
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 0 0 1 18
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 1 74 0 2 3 246
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 2 2 52
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 1 1 27
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 0 1 3 1,057
Asymmetric Models for Realized Covariances 0 0 2 4 4 4 8 15
Asymmetric Models for Realized Covariances 0 2 6 9 3 5 17 22
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 0 1 2 3 25
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 1 1 4 115
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 1 3 7 500
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 2 4 5 22
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 0 1 1 401
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 3 3 6 1,691
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 0 58 0 1 1 1,182
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 1 3 1,571
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 3 4 7 1,005
Bayesian and classical econometric modeling of time series 0 0 0 0 1 1 1 16
Bayesian clustering of many GARCH models 0 0 0 0 1 1 1 28
Bayesian clustering of many GARCH models 0 0 0 43 0 1 2 121
Bayesian diagnostics for heterogeneity 0 0 0 0 0 0 0 19
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 1 234
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 1 1 2 33
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 1 1 1 324
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 1 1 6 109
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 25 0 0 0 122
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 2 2 4 41
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 25 2 2 4 96
Bayesian methods 0 1 4 416 1 3 13 690
Bayesian option pricing using asymmetric GARCH 0 0 0 22 1 2 4 84
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 1 1 3 31
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 1 1 3 81
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 2 30
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 1 2 2 31
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 2 2 2 102
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 0 157 0 0 6 354
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 1 1 23 0 1 3 90
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 0 1 1 84
Dynamic conditional correlation models for realized covariance matrices 0 1 5 130 1 5 15 379
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 4 5 6 46
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 0 3 22
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 1 3 3 193
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 2 2 2 28
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 0 1 2 120
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 2 2 23
Estimating and forecasting structural breaks in financial time series 1 1 1 107 1 4 6 353
Estimating end-use demand: A Bayesian approach 0 0 0 1 2 2 2 31
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 2 2 3 571
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 3 3 3 62
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 2 2 4
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 1 2 87
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 2 2 23
Forecasting long memory processes subject to structural breaks 0 0 0 54 2 3 4 158
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 3 5 6 523
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 2 4 5 147
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 0 1 508
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 1 1 2 43
Gibbs sampling approach to cointegration 0 0 0 0 1 3 4 19
High frequency finance 0 0 0 0 0 0 0 41
High frequency financial econometrics. Recent developments 0 0 0 0 1 2 2 76
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 0 0 1 50 2 4 6 215
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 0 1 3 44
Identifying long-run behaviour with non-stationary data 0 0 0 22 2 2 2 456
Intra-Daily FX Optimal Portfolio Allocation 0 0 1 218 1 2 7 1,015
Intra-daily FX optimal portfolio allocation 0 0 1 35 0 1 5 135
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models 0 0 0 21 2 3 3 186
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 1 1 1 32 3 4 4 109
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 1 2 4 163
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 2 3 4 4
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 2 5 79
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 1 1 10
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 0 3 27
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 0 4 222
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 3 3 4 39
Modeling the dependence of conditional correlations on volatility 0 0 0 27 1 2 2 65
Modelling Financial High Frequency Data Using Point Processes 0 0 1 254 1 2 8 679
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 0 0 1 24
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 1 44 2 4 8 69
Modelling financial high frequency data using point processes 0 0 0 101 0 1 2 309
Modelling financial high frequency data using point processes 0 0 0 0 0 0 3 47
Modelling financial high frequency data using point processes 0 0 0 95 1 2 5 353
Modelling interest rates with a cointegrated VAR-GARCH model 0 1 2 166 0 3 6 1,987
Modelling multivariate volatility of electricity futures 0 0 0 0 1 1 2 7
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 0 37 2 2 5 108
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 1 529
Multivariate GARCH models: a survey 0 0 0 40 5 17 22 239
Multivariate GARCH models: a survey 0 0 0 475 1 10 10 1,148
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 2 2 105
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 2 2 3 475
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 0 1 17
Multivariate volatility modeling of electricity futures 0 0 0 0 2 4 4 15
Multivariate volatility modeling of electricity futures 0 0 0 20 1 3 4 114
Multivariate volatility modeling of electricity futures 0 0 0 0 1 1 2 2
Multivariate volatility modeling of electricity futures 0 0 0 66 3 3 4 212
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 2 3 5 220
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 3 4 57
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 1 1 40 2 4 4 61
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 0 0 1 48
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 1 2 4 13
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 1 1 2 358
On marginal likelihood computation in change-point models 0 0 0 6 0 0 2 37
On marginal likelihood computation in change-point models 0 0 0 33 1 1 1 99
On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors 0 0 0 55 1 1 2 872
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 1 1 243 2 5 5 748
Ranking economics departments in Europe: a statistical approach 0 0 0 8 0 1 2 58
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 1 3 17 0 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 0 1 3 606 2 7 12 1,298
Regime switching GARCH models 1 1 2 190 4 13 19 548
Regime switching GARCH models 1 1 1 81 1 2 6 267
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 0 0 0 81 1 8 8 75
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 2 3 6 16
Stochastic conditional intensity processes 0 0 0 6 1 2 5 38
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 2 3 6 914
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 1 1 2 9
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 383 1 2 7 689
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 2 45
The Resistible Decline of European Science 0 0 0 4 0 1 10 79
The Resistible Decline of European Science 0 0 0 80 1 1 1 335
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 1 3 10 39
The law of large (small?) numbers and the demand for insurance 0 0 0 0 1 1 2 28
The logarithmic ACD model: an application to market microstructure and NASDAQ 1 1 2 58 1 1 3 1,887
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 1 6 77
The moments of Log-ACD models 0 0 0 0 1 2 3 57
The moments of Log-ACD models 0 0 0 51 1 6 8 210
The resistible decline of European Science 0 0 0 1 2 2 2 30
The resistible decline of European science 0 0 0 39 2 3 3 210
The resistible decline of European science 0 0 0 1 0 2 4 48
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 1 3 7 45
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 1 67 1 4 6 1,225
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 1 2 2 25
Theory and Inference for a Markov-Switching GARCH Model 0 1 4 553 1 7 12 1,362
Theory and inference for a Markov switching GARCH model 0 1 2 131 0 1 4 347
Theory and inference for a Markov switching GARCH model 0 0 1 54 1 1 5 164
Theory and inference for a Markov switching Garch model 0 0 0 4 1 2 4 47
Theory and inference for a Markov switching Garch model 0 0 0 391 2 4 6 736
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 0 0 2 18
Volatility Models 0 0 0 0 1 1 3 24
Volatility Models 0 0 0 0 1 1 5 48
Volatility models 0 0 2 313 11 12 18 656
We modeled long memory with just one lag! 0 0 1 55 1 2 7 37
We modeled long memory with just one lag! 0 0 0 0 0 0 0 3
We modeled long memory with just one lag! 0 0 0 0 2 3 4 7
Total Working Papers 5 18 59 10,319 206 395 730 49,098
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 2 226
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 0 0 3 26 1 6 9 114
A Component GARCH Model with Time Varying Weights 0 0 2 96 0 7 11 326
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 1 1 10 1 3 8 27
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 2 143 3 6 12 346
A comparison of financial duration models via density forecasts 0 0 1 111 2 2 6 351
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 1 1 101
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 2 2 3 144
An export model for the Belgian industry 0 0 0 22 0 2 4 115
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 1 4 351
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 0 1 4 52
Bayesian Clustering of Many Garch Models 0 0 0 57 3 3 3 160
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 1 2 6 213
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 0 2 299
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 1 5 9 1,220
Bayesian option pricing using asymmetric GARCH models 0 0 4 231 0 4 12 488
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 0 204 0 0 0 543
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 2 2 4 7 14 19
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 0 1 2 211
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 1 1 3 118
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 1 1 3 369
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 0 1 91 0 0 2 317
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 1 2 4 91
Forecasting a long memory process subject to structural breaks 0 0 0 60 4 5 9 239
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 4 5 11 178
Inter-industry and intra-industry specialization in manufactured goods 0 0 0 73 0 1 3 309
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 1 1 347 0 2 5 875
Intradaily dynamic portfolio selection 0 0 0 14 0 1 1 92
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 4 5 6 119
Marginal likelihood for Markov-switching and change-point GARCH models 1 1 2 64 3 6 12 259
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 2 4 1 4 10 13
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 11 2 2 5 54
Multivariate GARCH models: a survey 0 0 9 25 6 14 46 132
Multivariate GARCH models: a survey 0 1 4 1,738 9 15 30 3,750
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 1 3 4 142
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 2 211 1 1 10 618
Nonlinearities and regimes in conditional correlations with different dynamics 0 1 1 5 1 3 5 38
On marginal likelihood computation in change-point models 0 0 0 11 0 1 2 69
Ranking Economics Departments in Europe: A Statistical Approach 0 1 1 1,258 0 1 3 4,479
Recent advances in Bayesian econometrics 0 0 0 69 1 1 2 182
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 0 2 4 43
Stochastic Conditional Intensity Processes 0 0 0 76 1 3 5 233
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 1 13 2 2 6 37
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 2 7 121
The Econometrics of Industrial Organization 0 0 1 206 1 1 2 425
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 2 2 10 43 3 3 21 133
The Resistible Decline of European Science 0 0 0 15 1 2 4 119
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 1 2 2 2
The determinants of intra-European trade in manufactured goods 0 0 0 80 1 3 3 216
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 1 94 1 1 3 264
Theory and inference for a Markov switching GARCH model 0 0 0 110 5 7 17 399
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 1 1 2 10 1 1 4 85
We modeled long memory with just one lag! 0 0 1 4 2 2 5 15
Total Journal Articles 4 9 58 6,228 79 159 373 20,417

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 3 26 808
Total Books 0 0 0 0 2 3 26 808

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 1 1 2 41 2 3 8 121
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 1 1 2 8
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 1 2 5 12
Total Chapters 1 1 2 41 4 6 15 141

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Statistics updated 2025-12-06