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33 records were found.

THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL.

regression analysis ; linear models ; econometrics
Creator(s): BAUWENS, L.
Database: RePEc
See details of THE  More information
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Asymmetric ACD Models: Introducing Price Information in ACD Models with a Two State Transition Model.

MARKETS STRUCTURES ; ECONOMETRICS ; STATISTICAL ANALYSIS ; FINANCIAL MARKET
Creator(s): GIOT, P.; BAUWENS, L.
Database: RePEc
See details of Asymmetric ACD Models: Introducing Price Information in ACD Models with a Two State Transition Model. (oai:RePEc:fth:louvco:9844) More information
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Identifying Long-Run Behaviour with Non-Stationary Data.

MODELS ; EXCHANGE RATE ; IDENTIFICATION
Creator(s): Hunter, J.; Bauwens, L.
Database: RePEc
See details of Identifying Long-Run Behaviour with Non-Stationary Data. (oai:RePEc:fth:louvco:0043) More information
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On the Weak Consistency of the Quasi-Maximum Likelyhood Estimator in VAR Models with Bekk-GARCH(1,q) Errors.

ECONOMETRICS
Creator(s): Vanduren, J.P.; Bauwens, L.
Database: RePEc
See details of On the Weak Consistency of the Quasi-Maximum Likelyhood Estimator in VAR Models with Bekk-GARCH(1,q) Errors. (oai:RePEc:fth:louvco:9538) More information
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Approximate HPD Regions for Testing Residual Autocorrelation Using Augmented Regressions.

economic models ; regression analysis
Creator(s): Rasquero, A.; Bauwens, L.
Database: RePEc
See details of Approximate HPD Regions for Testing Residual Autocorrelation Using Augmented Regressions. (oai:RePEc:fth:louvco:9238) More information
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The Logarithmic ACD Model: An Application to Market Microstructure and NASDAQ.

ECONOMETRICS ; FINANCIAL MARKET
Creator(s): Giot, P.; Bauwens, L.
Database: RePEc
See details of The Logarithmic ACD Model: An Application to Market Microstructure and NASDAQ. (oai:RePEc:fth:louvco:9789) More information
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The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations.

MATHEMATICAL ANALYSIS ; STATISTICAL ANALYSIS ; FINANCIAL MARKET
Creator(s): Veredas, D.; Bauwens, L.
Database: RePEc
See details of The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations. (oai:RePEc:fth:louvco:9958) More information
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Bayesian Inference on Garch Models Using the Gibbs Sampler.

MATHEMATICS;ECONOMETRICS
Creator(s): Lubrano, M.; Bauwens, L.
Database: RePEc
See details of Bayesian Inference on Garch Models Using the Gibbs Sampler. (oai:RePEc:fth:louvco:9627) More information
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Bayesian Option Pricing Using Asymmetric GARCH

PRICING ; SIMULATION
Creator(s): Lubrano, M.; Bauwens, L.
Database: RePEc
See details of Bayesian Option Pricing Using Asymmetric GARCH (oai:RePEc:fth:aixmeq:97a40) More information
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Bayesian Option Pricing using Asymmetric Garch Models.

PRICING ; EXPECTATIONS ; ECONOMETRIC MODELS
Creator(s): Lubrano, M.; Bauwens, L.
Database: RePEc
See details of Bayesian Option Pricing using Asymmetric Garch Models. (oai:RePEc:fth:aixmeq:00a18) More information
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