Biblio

We modeled long memory with just one lag!Journal articleLuc Bauwens, Guillaume Chevillon et Sébastien Laurent, Journal of Econometrics, Volume 236, Issue 1, pp. 105467, 2023

Autoregressive Moving Average Infinite Hidden Markov-Switching ModelsJournal articleLuc Bauwens, Jean-François Carpantier et Arnaud Dufays, Journal of Business & Economic Statistics, Volume 35, Issue 2, pp. 162-182, 2017

Handbook of Volatility Models and Their ApplicationsBookLuc Bauwens, Christian M. Hafner et Sébastien Laurent (Eds.), 2012-04, 566 pages, John Wiley & Sons, 2012

Nonparametric Tests for Intraday Jumps: Impact of Periodicity and Microstructure NoiseBook chapterKris Boudt, Jonathan Cornelissen, Christophe Croux et Sébastien Laurent, In: Handbook of Volatility Models and Their Applications, Luc Bauwens, Christian M. Hafner et Sébastien Laurent (Eds.), 2012-04, Volume 18, pp. 447-463, John Wiley & Sons, Inc., 2012

Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit MarketJournal articleLuc Bauwens et Michel Lubrano, Econometric Reviews, Volume 26, Issue 2-4, pp. 469-486, 2007

The Econometrics of Industrial OrganizationJournal articleLuc Bauwens, Alvaro Escribano et Michel Lubrano, Journal of Applied Econometrics, Volume 22, Issue 7, pp. 1153-1156, 2007

Multivariate GARCH models: a surveyJournal articleSébastien Laurent, Luc Bauwens et Jeroen V. K. Rombouts, Journal of Applied Econometrics, Volume 21, Issue 1, pp. 79-109, 2006

A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity ModelsJournal articleLuc Bauwens et Sébastien Laurent, Journal of Business & Economic Statistics, Volume 23, Issue 3, pp. 346-354, 2005

Recent advances in Bayesian econometricsJournal articleLuc Bauwens, Michel Lubrano et Herman K. van Dijk, Journal of Econometrics, Volume 123, Issue 2, pp. 197-199, 2004

Ranking Economics Departments in Europe: A Statistical ApproachJournal articleMichel Lubrano, Luc Bauwens, Alan Kirman et Camelia Protopopescu, Journal of the European Economic Association, Volume 1, Issue 6, pp. 1367-1401, 2003

Bayesian option pricing using asymmetric GARCH modelsJournal articleMichel Lubrano et Luc Bauwens, Journal of Empirical Finance, Volume 9, Issue 3, pp. 321-342, 2002

Bayesian Inference in Dynamic Econometric ModelsBookLuc Bauwens, Michel Lubrano et Jean-François Richard, OUP Catalogue - Advanced Texts in Econometrics, 2000, 366 pages, Oxford University Press, 2000

Bayesian inference on GARCH models using the Gibbs samplerJournal articleLuc Bauwens et Michel Lubrano, Econometrics Journal, Volume 1, Issue Conferenc, pp. C23-C46, 1998

Editors' introduction Bayesian and classical econometric modeling of time seriesJournal articleLuc Bauwens et Michel Lubrano, Journal of Econometrics, Volume 69, Issue 1, pp. 1-4, 1995

Bayesian Diagnostics for HeterogeneityJournal articleLuc Bauwens et Michel Lubrano, Annals of Economics and Statistics, Issue 20-21, pp. 17-40, 1991