Browsing All of EconStor by Author Bauwens, Luc
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
1998 | Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces | Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. |
1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk | Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. |
2004 | Econometrics | Rombouts, Jeroen V. K.; Bauwens, Luc |
2007 | Modelling financial high frequency data using point processes | Bauwens, Luc; Hautsch, Nikolaus |
2011 | Multivariate volatility modeling of electricity futures | Bauwens, Luc; Hafner, Christian M.; Pierret, Diane |
2018 | State-space models on the Stiefel manifold with a new approach to nonlinear filtering | Yang, Yukai; Bauwens, Luc |
2023 | The contribution of realized covariance models to the economic value of volatility timing | Bauwens, Luc; Xu, Yongdeng |