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Disambiguation of "Bauwens, Luc"

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Marginal likelihood for Markov-switching and change-point GARCH models

, , and . Journal of Econometrics, (January 2014)
DOI: 10.1016/j.jeconom.2013.08.017

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Andreas Bauwens

Jürgen Bauwens

Kai Bauwens

Henrik Bauwens

Luc Segoufin

 

Other publications of authors with the same name

The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)Intradaily dynamic portfolio selection., , and . Comput. Stat. Data Anal., 54 (11): 2400-2418 (2010)Causality and exogeneity in econometrics, , and . Journal of Econometrics, 132 (2): 305--309 (June 2006)Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods, , , and . Journal of Econometrics, 123 (2): 201--225 (December 2004)The stochastic conditional duration model: a latent variable model for the analysis of financial durations, and . Journal of Econometrics, 119 (2): 381--412 (April 2004)A comparison of financial duration models via density forecasts, , , and . International Journal of Forecasting, 20 (4): 589--609 (00 2004)Porting and Optimization of a Finite-Difference CFD Code on a Massively Parallel Architecture., and . EUROSIM, page 727-734. Elsevier, (1994)Editors' introduction Bayesian and classical econometric modeling of time series, and . Journal of Econometrics, 69 (1): 1--4 (September 1995)Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market, and . Econometric Reviews, 26 (2): 469--486 (2007)Bayesian option pricing using asymmetric GARCH models, and . Journal of Empirical Finance, 9 (3): 321--342 (August 2002)