Luc Bauwens – författare
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11 produkter
Bayesian Inference in Dynamic Econometric Models
Av Luc Bauwens, Michel Lubrano m. fl.
Inbunden, 2000
4002 kr
Lägg i varukorg
This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on …
Bayesian Inference in Dynamic Econometric Models
Av Luc Bauwens, Michel Lubrano m. fl.
Häftad, 2000
1390 kr
Lägg i varukorg
This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on …
Handbook of Volatility Models and Their Applications
Av Luc Bauwens, Christian M. Hafner m. fl.
Inbunden, 2012
2136 kr
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A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, …
Econometric Modelling of Stock Market Intraday Activity
Inbunden, 2001
1130 kr
Lägg i varukorg
Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal …
Handbook of Volatility Models and Their Applications
Av Sebastien Laurent, Christian M. Hafner m. fl.
E-bok, 2012
2466 kr
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A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, …
Handbook of Volatility Models and Their Applications
Av Sebastien Laurent, Christian M. Hafner m. fl.
E-bok, 2012
2466 kr
Lägg i varukorg
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, …
Econometric Modelling of Stock Market Intraday Activity
Av Luc Bauwens, Pierre Giot m. fl.
Häftad, 2010
1130 kr
Lägg i varukorg
Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal …
Econometric Modelling of Stock Market Intraday Activity
E-bok, 2013
1470 kr
Lägg i varukorg
Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal …
High Frequency Financial Econometrics
Recent Developments
Av Luc Bauwens, Winfried Pohlmeier m. fl.
Inbunden, 2007
1128 kr
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In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask …
High Frequency Financial Econometrics
Recent Developments
Av David Veredas, Winfried Pohlmeier m. fl.
E-bok, 2007
1502 kr
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In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask …
High Frequency Financial Econometrics
Recent Developments
Av Luc Bauwens, Winfried Pohlmeier m. fl.
Häftad, 2010
1098 kr
Lägg i varukorg
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask …
