Luc Bauwens - Google Scholar

Cited by

	All	Since 2015
Citations	9296	3074
h-index	39	25
i10-index	76	43

660

330

165

495

199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202037 37 40 44 42 44 26 48 41 43 75 81 120 188 241 272 342 360 545 508 596 509 574 595 590 573 643 485 518 525 329

Co-authors

Jeroen VK RomboutsESSEC Business SchoolVerified email at essec.edu
Sébastien LaurentGREQAM, 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
Joachim GrammigProfessor of Econometrics, University of TübingenVerified email at uni-tuebingen.de
Dimitris KorobilisProfessor of Econometrics, University of GlasgowVerified email at glasgow.ac.uk
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
Giordano MionProfessor, Department of Economics, University of SussexVerified email at sussex.ac.uk
JACQUES THISSEprofesseur d'universitéVerified email at uclouvain.be
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 BraioneSOSE spa, 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	2280	2006
Bayesian inference in dynamic econometric models L Bauwens, M Lubrano, JF Richard OUP Oxford, 2000	622	2000
Intra-industry specialisation in a multi-country and multi-industry framework B Balassa, L Bauwens The Economic Journal 97 (388), 923-939, 1987	572	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	515	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	359	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	347	2004
Bayesian inference on GARCH models using the Gibbs sampler L Bauwens, M Lubrano The Econometrics Journal 1 (1), C23-C46, 1998	300	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	260	2005
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	249	2004
Modelling financial high frequency data using point processes L Bauwens, N Hautsch Handbook of financial time series, 953-979, 2009	239	2009
Changing trade patterns in manufactured goods: An econometric investigation B Balassa, L Bauwens Elsevier, 2014	209	2014
Econometric modelling of stock market intraday activity L Bauwens, P Giot Springer Science & Business Media, 2013	191	2013
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	176*	2012
Theory and inference for a Markov switching GARCH model L Bauwens, A Preminger, JVK Rombouts The Econometrics Journal 13 (2), 218-244, 2010	159	2010
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	158	2003
The determinants of intra-European trade in manufactured goods B Balassa, L Bauwens European Economic Review 32 (7), 1421-1437, 1988	147	1988
Asymmetric ACD models: introducing price information in ACD models L Bauwens, P Giot Empirical Economics 28 (4), 709-731, 2003	135	2003
Stochastic conditional intensity processes L Bauwens, N Hautsch Journal of Financial Econometrics 4 (3), 450-493, 2006	103	2006
Bayesian option pricing using asymmetric GARCH models L Bauwens, M Lubrano Journal of Empirical Finance 9 (3), 321-342, 2002	103	2002
Identification restrictions and posterior densities in cointegrated Gaussian VAR systems L Bauwens, M Lubrano Université Catholique de Louvain. Center for Operations Research and …, 1994	90	1994

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Upload PDF

Follow this author

Cited by

Co-authors