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 3 4 20
A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models 0 0 0 0 0 5 28 31
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 1 9 90
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 0 3 11 819
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 4 8 155
A Component GARCH Model with Time Varying Weights 0 0 0 196 3 5 19 433
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 0 2 9 31
A Gibbs sampling approach to cointegration 0 0 1 36 1 2 7 113
A New Approach to Volatility Modeling: The High-Dimensional Markov Model 0 0 0 34 1 4 8 72
A New Class of Multivariate skew Densities, with Application to GARCH Models 0 0 0 0 0 3 9 549
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 1 1 1 60 1 3 11 162
A comparison of financial duration models via density forecast 0 0 0 0 0 2 14 76
A comparison of financial duration models via density forecasts 0 0 0 4 0 3 10 52
A comparison of financial duration models via density forecasts 0 0 0 81 1 4 17 1,158
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 5 10 86
A component GARCH model with time varying weights 0 0 0 87 2 3 5 292
A component GARCH model with time varying weights 0 0 0 0 1 7 21 1,074
A component GARCH model with time varying weights 0 0 0 14 0 4 11 75
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 0 5 14 162
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 1 2 7 49
A new approach to volatility modeling: the High-Dimensional Markov model 0 0 0 81 2 3 9 160
A new approach: the factorial hidden Markov volatility model 0 0 0 0 0 2 9 33
A new class of multivariate skew densities, with application to GARCH models 0 0 0 99 0 2 16 252
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models 0 0 0 17 1 2 19 70
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 1 11 434
Adaptive Polar Sampling 0 0 0 0 1 3 14 176
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 2 6 11 97
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 0 3 24 1,029
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 2 8 524
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 1 4 13 545
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 6 19 83
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 2 10 61
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 1 5 11 27
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 0 2 10 117
An export model for the Belgian industry 0 0 0 3 0 2 6 17
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 8 0 2 11 314
Approximate HPD regions for testing residual autocorrelation using augmented regressions 0 0 0 0 1 2 7 25
Art experts and auctions Are pre-sale estimates unbiased and fully informative? 0 0 0 74 1 4 9 253
Art experts and auctions are pre-sale estimates unbiased and fully informative? 0 0 0 0 0 3 8 58
Art experts and auctions:are pre-sale estimates unbiased and fully informative 0 0 0 3 1 2 6 50
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 0 1 8 34
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 0 4 11 1,066
Asymmetric Models for Realized Covariances 0 0 3 10 1 9 23 38
Asymmetric Models for Realized Covariances 1 2 3 7 1 8 18 28
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 3 27
Autoregressive moving average infinite hidden markov-switching models 0 0 0 52 1 3 14 128
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 2 2 197 0 7 21 517
BAYESIAN LIMITED INFORMATION ANALYSIS REVISITED 0 0 0 1 0 2 11 28
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 0 133 0 3 16 416
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 2 3 23 1,711
Bayesian Inference on GARCH Models using the Gibbs Sampler 1 1 1 59 3 4 10 1,191
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 0 6 1,576
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 1 3 16 1,015
Bayesian and classical econometric modeling of time series 0 0 0 0 0 4 10 25
Bayesian clustering of many GARCH models 0 0 0 43 1 5 9 129
Bayesian clustering of many GARCH models 0 0 0 0 0 0 6 33
Bayesian diagnostics for heterogeneity 0 0 0 0 0 2 7 26
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 4 8 242
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 4 10 333
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 1 3 6 113
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 1 1 4 10 42
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 25 0 0 13 135
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 0 8 0 1 11 48
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 25 1 2 11 105
Bayesian methods 0 1 5 419 1 2 11 697
Bayesian mortality modelling with pandemics: a vanishing jump approach 0 0 0 0 0 3 3 4
Bayesian option pricing using asymmetric GARCH 0 0 0 22 2 5 15 95
Bayesian option pricing using asymmetric GARCH models 0 0 0 0 0 2 8 38
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 1 5 34
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 4 84
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 1 2 7 36
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 2 5 11 111
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 1 158 1 7 22 372
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 0 4 9 9
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 1 10 18 106
Do Art Experts make Rational Estimates of Pre-Sale Prices ? 0 0 0 16 1 1 2 85
Dynamic conditional correlation models for realized covariance matrices 1 4 8 134 4 11 29 396
Dynamic latent factor models for intensity processes 0 0 0 114 1 8 12 339
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange 0 0 0 0 0 3 8 35
Econometrics 0 0 0 0 1 4 10 51
Econometrics 0 0 1 24 1 2 7 112
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 1 10 29
Efficient importance sampling for ML estimation of SCD models 0 0 0 3 0 2 8 34
Efficient importance sampling for ML estimation of SCD models 0 0 0 21 0 0 6 124
Efficient importance sampling for ML estimation of SCD models 0 0 0 47 0 1 9 199
Estimating End-Use Demand: A Bayesian Approach 0 0 0 6 0 5 9 374
Estimating End-use Demand: a Bayesian Approach 0 0 0 2 0 0 9 30
Estimating and forecasting structural breaks in financial time series 0 2 3 109 0 3 15 363
Estimating end-use demand: A Bayesian approach 0 0 0 1 0 0 3 32
Estimation and Empirical Performance of Non-Scalar DCC Models 0 0 0 0 0 1 7 21
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 51 4 6 9 71
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 2 4 12 580
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 3 10 163
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 1 2 4 33
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 2 5 11 70
Forecasting a long memory process subject to structural breaks 0 0 0 0 1 2 10 12
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 2 9 95
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 1 6 11 32
Forecasting long memory processes subject to structural breaks 0 0 1 55 1 7 20 174
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 4 30 548
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 11 153
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 3 15 522
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 2 10 51
Gibbs sampling approach to cointegration 0 0 0 0 0 2 7 23
High frequency finance 0 0 0 0 1 1 6 47
High frequency financial econometrics. Recent developments 0 0 0 0 0 1 9 83
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 1 1 3 52 2 3 17 226
Identification restrictions and posterior densities in cointegrated Gaussian VAR system 0 0 0 0 2 5 17 58
Identifying long-run behaviour with non-stationary data 0 0 0 22 0 2 16 470
Intra-Daily FX Optimal Portfolio Allocation 0 1 1 219 0 5 12 1,023
Intra-daily FX optimal portfolio allocation 0 0 0 35 0 4 14 148
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models 0 0 0 21 1 1 13 196
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 2 6 16 121
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 0 5 20 180
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 0 1 3 11 12
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 3 13 89
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 1 2 11 20
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 2 7 32
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 3 21 241
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 1 6 42
Modeling the dependence of conditional correlations on volatility 0 0 0 27 1 2 6 69
Modelling Financial High Frequency Data Using Point Processes 0 0 1 254 0 0 11 687
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 1 45 0 3 15 79
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 0 3 9 33
Modelling financial high frequency data using point processes 0 0 0 95 0 2 13 363
Modelling financial high frequency data using point processes 0 0 0 101 0 0 9 317
Modelling financial high frequency data using point processes 0 0 0 0 0 1 8 54
Modelling interest rates with a cointegrated VAR-GARCH model 0 0 1 166 0 1 12 1,996
Modelling multivariate volatility of electricity futures 0 0 0 0 0 1 5 10
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 1 1 38 1 5 16 119
Multivariate GARCH models and their Estimation 0 0 0 0 1 1 4 533
Multivariate GARCH models: a survey 0 0 0 40 0 12 106 327
Multivariate GARCH models: a survey 0 0 0 475 6 13 34 1,172
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 2 13 486
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 1 8 12 29
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 7 14 117
Multivariate volatility modeling of electricity futures 0 0 0 66 0 8 17 226
Multivariate volatility modeling of electricity futures 0 0 0 0 0 4 14 25
Multivariate volatility modeling of electricity futures 0 0 0 20 3 7 14 125
Multivariate volatility modeling of electricity futures 0 0 0 0 1 2 11 12
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 3 11 228
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 2 9 63
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 1 40 2 5 15 72
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 1 7 10 58
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 1 4 14 23
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 6 14 371
On marginal likelihood computation in change-point models 0 0 0 6 1 1 10 46
On marginal likelihood computation in change-point models 0 0 0 33 1 5 11 109
On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors 0 0 0 55 2 3 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 1 3 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 0 0 2 16
Ranking economics departments in Europe: a statistical approach 0 0 0 8 1 4 13 70
Ranking economics departments in Europe: a statistical approach 0 0 1 243 2 3 20 763
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 0 1 17 0 2 14 35
Realized covariance models with time-varying parameters and spillover effects 0 0 0 0 1 3 3 3
Recent developments in the econometrics of financial markets using intra-day data 0 0 0 0 0 1 3 11
Regime switching GARCH models 4 4 7 611 9 16 37 1,326
Regime switching GARCH models 0 0 2 82 0 4 14 278
Regime switching GARCH models 0 0 3 191 1 2 25 558
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering 0 0 1 82 0 5 20 87
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering 0 0 0 0 1 2 15 27
Stochastic conditional intensity processes 0 0 0 6 1 6 17 53
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL 0 0 0 0 0 6 18 928
THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE 0 0 0 0 0 3 4 1,025
The "pathology" of the natural conjugate prior density in the regression model 0 0 0 0 1 3 16 24
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 385 0 3 19 705
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 2 9 53
The Resistible Decline of European Science 0 0 0 80 0 4 10 344
The Resistible Decline of European Science 0 0 0 4 0 1 3 81
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 26 0 2 14 47
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 4 5 5
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 0 2 5 5
The law of large (small?) numbers and the demand for insurance 0 0 0 0 0 1 4 30
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 1 58 0 3 8 1,894
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 1 1 10 85
The moments of Log-ACD models 0 0 0 0 3 6 11 66
The moments of Log-ACD models 1 1 1 52 1 3 20 224
The resistible decline of European Science 0 0 0 1 0 3 10 38
The resistible decline of European science 0 0 0 1 0 1 11 57
The resistible decline of European science 0 0 0 39 1 4 12 219
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 0 1 1 10 51
The stochastic conditional duration model: a latent factor model for the analysis of financial durations 0 0 0 67 1 2 10 1,231
The stochastic conditional duration model: a latent variable model for the analysis of financial durations 0 0 0 4 0 1 9 32
Theory and Inference for a Markov-Switching GARCH Model 0 1 2 554 1 5 25 1,379
Theory and inference for a Markov switching GARCH model 0 1 3 133 0 4 13 358
Theory and inference for a Markov switching GARCH model 0 1 1 55 1 9 19 181
Theory and inference for a Markov switching Garch model 0 0 0 391 0 1 8 740
Theory and inference for a Markov switching Garch model 0 0 0 4 2 7 18 63
Trends and breaking points in the Bayesian econometric literature 0 0 0 0 1 6 9 27
Volatility Models 0 0 0 0 0 5 17 62
Volatility Models 0 0 0 0 1 5 15 37
Volatility models 0 0 2 313 2 4 26 666
We modeled long memory with just one lag! 0 0 0 0 1 2 4 7
We modeled long memory with just one lag! 0 0 0 0 0 1 13 17
We modeled long memory with just one lag! 0 0 1 55 0 2 8 42
Total Working Papers 10 25 72 10,361 132 662 2,424 51,016
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 5 12 236
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 1 1 3 27 1 5 17 123
A Component GARCH Model with Time Varying Weights 0 0 1 96 1 5 21 337
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 0 0 1 10 1 5 17 39
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 2 144 0 0 14 352
A comparison of financial duration models via density forecasts 0 0 0 111 1 4 13 360
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 1 17 2 8 13 113
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 1 3 12 153
An export model for the Belgian industry 0 0 0 22 0 0 4 116
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 1 1 14 363
Asymmetric models for realized covariances 1 1 1 1 1 3 3 3
Autoregressive Moving Average Infinite Hidden Markov-Switching Models 0 0 0 6 2 9 18 67
Bayesian Clustering of Many Garch Models 0 0 0 57 0 7 15 172
Bayesian Diagnostics for Heterogeneity 0 0 1 7 0 2 7 35
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 0 60 0 3 11 220
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 6 13 312
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 2 4 14 1,228
Bayesian option pricing using asymmetric GARCH models 0 0 1 231 0 2 14 495
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 72 0 2 5 177
Causality and exogeneity in econometrics 0 0 1 205 0 1 6 549
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 1 1 2 3 4 16 36 46
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange 0 0 0 49 1 3 8 217
Editor's introduction 0 0 0 5 0 2 6 85
Editors' introduction Bayesian and classical econometric modeling of time series 0 0 0 44 0 2 4 166
Editor’s introduction 0 0 0 14 1 3 7 105
Efficient importance sampling for ML estimation of SCD models 0 0 0 22 0 0 7 123
Estimating End-Use Demand: A Bayesian Approach 0 0 0 0 0 0 6 373
Estimation and empirical performance of non-scalar dynamic conditional correlation models 0 0 0 5 1 1 8 45
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 91 0 3 14 329
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 0 3 10 97
Forecasting a long memory process subject to structural breaks 0 0 1 61 1 4 22 253
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 1 30 0 3 16 186
Inter-industry and intra-industry specialization in manufactured goods 0 0 0 73 0 1 9 316
Intra-industry Specialisation in a Multi-country and Multi-industry Framework 0 0 1 347 0 1 12 883
Intradaily dynamic portfolio selection 0 0 0 14 1 4 8 99
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 5 23 137
Marginal likelihood for Markov-switching and change-point GARCH models 1 2 4 67 2 4 17 267
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 1 1 5 0 3 11 17
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 11 0 2 10 60
Multivariate GARCH models: a survey 0 1 7 26 2 9 47 151
Multivariate GARCH models: a survey 1 1 5 1,740 4 13 79 3,808
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 1 4 14 153
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 1 2 212 0 4 15 630
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 1 5 0 4 17 50
On marginal likelihood computation in change-point models 0 0 1 12 1 3 8 76
Ranking Economics Departments in Europe: A Statistical Approach 0 0 1 1,258 0 1 8 4,486
Recent advances in Bayesian econometrics 0 0 0 69 0 5 9 189
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering 0 0 0 3 0 3 10 51
Stochastic Conditional Intensity Processes 0 0 0 76 1 4 13 243
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model 0 0 0 13 1 6 15 48
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 0 6 17 134
The Econometrics of Industrial Organization 0 0 0 206 0 1 2 426
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 1 6 45 1 5 24 148
The Resistible Decline of European Science 0 0 0 15 1 4 10 126
The contribution of realized variance–covariance models to the economic value of volatility timing 1 3 3 3 3 13 26 26
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 2 7 270
Theory and inference for a Markov switching GARCH model 0 0 0 110 1 3 21 410
Théorie de l’information et diagnostic médical: une analyse coût-efficacité 0 0 1 10 0 1 5 88
We modeled long memory with just one lag! 0 0 0 4 0 2 12 24
Total Journal Articles 6 13 51 6,250 40 228 841 21,009

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 6 26 825
Total Books 0 0 0 0 2 6 26 825

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 2 42 0 3 16 134
Editor's introduction: recent developments in high frequency financial econometrics 0 0 0 0 1 4 6 12
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 3 9 18
Modelling Financial High Frequency Data Using Point Processes 0 0 0 0 0 3 10 10
Total Chapters 0 1 2 42 1 13 41 174

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