Luc Bauwens

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Jeroen VK RomboutsESSEC Business SchoolVerified email at essec.edu
Sébastien LaurentAMSE, IAE, Aix-Marseille UniversitéVerified email at iae-aix.com
Lubrano MichelAMSE-GREQAM, AMUVerified email at univmed.fr
David VeredasVlerick Business SchoolVerified email at vlerick.com
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di SalernoVerified email at unisa.it
Walid Ben OmraneProfessor of Finance, Goodman School of BusinessVerified email at brocku.ca
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveVerified email at uclouvain.be
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, AustriaVerified email at univie.ac.at
Jean-Francois RichardProfessor of EconomicsVerified email at pitt.edu
Genaro SucarratBI Norwegian Business SchoolVerified email at bi.no
Dimitris KorobilisProfessor of Econometrics, University of GlasgowVerified email at glasgow.ac.uk
Giordano MionProfessor, Department of Economics, ESSEC Business SchoolVerified email at essec.edu
JACQUES THISSEprofesseur d'universitéVerified email at uclouvain.be
Joachim GrammigProfessor of Econometrics, University of TübingenVerified email at uni-tuebingen.de
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
LOUIS EECKHOUDTieseg school of managementVerified email at fucam.ac.be
Victor GinsburghECARES, Unib-vesrité libre de BruxellesVerified email at ulb.ac.be
Winfried PohlmeierProfessor of Economics and Econometrics, University of KonstanzVerified email at uni-konstanz.de
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), RomeVerified email at sose.it
Francesco ViolanteENSAE - CRESTVerified email at ensae.fr

Luc Bauwens

Professor of Economics, Université catholique de Louvain

Verified email at uclouvain.be - Homepage

Financial Econometrics Time Series Econometrics Bayesian Econometrics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Multivariate GARCH models: a survey L Bauwens, S Laurent, JVK Rombouts Journal of applied econometrics 21 (1), 79-109, 2006	2612	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OUP Oxford, 2000	659	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	610	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	547	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	411	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	367	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	324	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	292	2005
Modelling financial high frequency data using point processes L Bauwens, N Hautsch Handbook of financial time series, 953-979, 2009	274	2009
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	261	2004
Changing trade patterns in manufactured goods: an econometric investigation B Balassa, L Bauwens Elsevier, 2014	224	2014
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	224*	2012
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	201	2010
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2001	198	2001
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	172	2003
The determinants of intra-European trade in manufactured goods B Balassa, L Bauwens European Economic Review 32 (7), 1421-1437, 1988	148	1988
Asymmetric ACD models: introducing price information in ACD models L Bauwens, P Giot Empirical Economics 28 (4), 709-731, 2003	146	2003
Stochastic conditional intensity processes L Bauwens, N Hautsch Journal of Financial Econometrics 4 (3), 450-493, 2006	114	2006
Bayesian option pricing using asymmetric GARCH models L Bauwens, M Lubrano Journal of Empirical Finance 9 (3), 321-342, 2002	108	2002
Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014	107	2014

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