Luc Bauwens
Université Catholique de Louvain
H-index: 42
Europe-Belgium
Top articles of Luc Bauwens
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Realized Covariance Models with Time-varying Parameters and Spillover Effects | Luc Bauwens Edoardo Otranto | 2023/7/21 | |
Cardiff Economics Working Papers | David R Collie | 2015/10 | |
DCC-and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations | International Journal of Forecasting | Luc Bauwens Yongdeng Xu | 2023/4/1 |
Modeling realized covariance matrices: a class of Hadamard exponential models | Journal of Financial Econometrics | Luc Bauwens Edoardo Otranto | 2023/12/1 |
The contribution of realized covariance models to the economic value of volatility timing | Luc Bauwens Yongdeng Xu | 2023 | |
We modeled long memory with just one lag! | Journal of Econometrics | Luc Bauwens Guillaume Chevillon Sébastien Laurent | 2023/9/1 |
Models with Time-Varying Parameters for Realized Covariance | L Bauwens E Otranto | 2020 | |
Multiplicative conditional correlation models for realized covariance matrices | Luc Bauwens Manuela Braione Giuseppe Storti | 2020 | |
Nonlinearities and regimes in conditional correlations with different dynamics | Journal of Econometrics | Luc Bauwens Edoardo Otranto | 2020/8/1 |
Co-Authors
