Luc Bauwens

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	总计	2020 年至今
引用	11505	2313
h 指数	42	21
i10 指数	78	40

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Jeroen VK RomboutsESSEC Business School在 essec.edu 的电子邮件经过验证
Sébastien LaurentAMSE, IAE, Aix-Marseille Université在 iae-aix.com 的电子邮件经过验证
Lubrano MichelAMSE-GREQAM, AMU在 univmed.fr 的电子邮件经过验证
David VeredasVlerick Business School在 vlerick.com 的电子邮件经过验证
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di Salerno在 unisa.it 的电子邮件经过验证
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-Neuve在 uclouvain.be 的电子邮件经过验证
Walid Ben OmraneProfessor of Finance, Goodman School of Business在 brocku.ca 的电子邮件经过验证
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, Austria在 univie.ac.at 的电子邮件经过验证
Jean-Francois RichardProfessor of Economics在 pitt.edu 的电子邮件经过验证
Genaro SucarratBI Norwegian Business School在 bi.no 的电子邮件经过验证
Dimitris KorobilisProfessor of Econometrics, University of Glasgow在 glasgow.ac.uk 的电子邮件经过验证
Giordano MionProfessor, Department of Economics, ESSEC Business School在 essec.edu 的电子邮件经过验证
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), Rome在 sose.it 的电子邮件经过验证
Victor GinsburghECARES, Unib-vesrité libre de Bruxelles在 ulb.ac.be 的电子邮件经过验证
Joachim GrammigProfessor of Econometrics, University of Tübingen在 uni-tuebingen.de 的电子邮件经过验证
Gary KoopProfessor of Economics, University of Strathclyde在 strath.ac.uk 的电子邮件经过验证
JACQUES THISSEprofesseur d'université在 uclouvain.be 的电子邮件经过验证
LOUIS EECKHOUDTieseg school of management在 fucam.ac.be 的电子邮件经过验证
Francesco ViolanteIESEG School of Management在 ieseg.fr 的电子邮件经过验证
Dagfinn RimeBI Norwegian Business School, Department of Financial Economics在 bi.no 的电子邮件经过验证

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Luc Bauwens

Professor of Economics, Université catholique de Louvain

在 uclouvain.be 的电子邮件经过验证 - 首页

Financial Econometrics Time Series Econometrics Bayesian Econometrics


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	3070	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OuP Oxford, 2000	714	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	675	1987
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks L Bauwens, P Giot Annales d'Economie et de Statistique, 117-149, 2000	582	2000
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models L Bauwens, S Laurent Journal of Business & Economic Statistics 23 (3), 346-354, 2005	469	2005
The stochastic conditional duration model: a latent variable model for the analysis of financial durations L Bauwens, D Veredas Journal of econometrics 119 (2), 381-412, 2004	392	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	338	1998
News announcements, market activity and volatility in the euro/dollar foreign exchange market L Bauwens, WB Omrane, P Giot Journal of International Money and Finance 24 (7), 1108-1125, 2005	321	2005
Modelling financial high frequency data using point processes L Bauwens, N Hautsch Handbook of financial time series, 953-979, 2009	314	2009
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	281*	2012
A comparison of financial duration models via density forecasts L Bauwens, P Giot, J Grammig, D Veredas International Journal of Forecasting 20 (4), 589-609, 2004	280	2004
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	248	2010
Changing trade patterns in manufactured goods: An econometric investigation B Balassa, L Bauwens Elsevier, 2014	229	2014
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2013	213	2013
Ranking economics departments in Europe: a statistical approach M Lubrano, L Bauwens, A Kirman, C Protopopescu Journal of the European Economic Association 1 (6), 1367-1401, 2003	174	2003
The determinants of intra-European trade in manufactured goods B Balassa, L Bauwens European Economic Review 32 (7), 1421-1437, 1988	170	1988
Asymmetric ACD models: introducing price information in ACD models L Bauwens, P Giot Empirical Economics 28, 709-731, 2003	157	2003
Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014	129	2014
Stochastic conditional intensity processes L Bauwens, N Hautsch Journal of Financial Econometrics 4 (3), 450-493, 2006	128	2006
Bayesian option pricing using asymmetric GARCH models L Bauwens, M Lubrano Journal of Empirical Finance 9 (3), 321-342, 2002	113	2002

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