Luc Bauwens Books

Bayesian Inference in Dynamic Econometric Models Advanced Texts in Econometrics
Bayesian Inference in Dynamic Econometric Models
Econometric Modelling of Stock Market Intraday Activities Advanced Studies in Theoretical and Applied Econometrics
Econometric Modelling of Stock Market Intraday Activities Advanced Studies in Theoretical and Applied Econometrics

By Pierre Giot, Luc C.A.A. Bauwens

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"The recent widespread availability of intraday tick-by-tick databases for stocks, options and currencies has had an important impact on research in applied financial econometrics and market micros...

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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
Handbook of volatility models and their applications
Handbook of volatility models and their applications

By Luc Bauwens

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"The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, thro...

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Handbook of Volatility Models and Their Applications
Handbook of Volatility Models and Their Applications
Handbook of Volatility Models and Their Applications
Handbook of Volatility Models and Their Applications
Handbook of Volatility Models and Their Applications

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