Luc Bauwens - Publications, H-index & Citations

Luc Bauwens

lidam/core, uclouvain

38H指数

320论文数

7.7K被引数

收录论文 26

发表时间

Asymmetric models for realized covariances realized covariances 的非对称模型

International Journal of Forecasting

IF7.1

2025-10-14

PREAI

Luc Bauwens; Emilija Dzuverovic; Christian Hafner

The contribution of realized variance–covariance models to the economic value of volatility timing 已实现方差-协方差模型对波动率择时经济价值的贡献

International Journal of Forecasting

IF7.1

2024-12-20

PREAI

Luc Bauwens; Yongdeng Xu

We modeled long memory with just one lag!✩

JOURNAL OF ECONOMETRICS

IF4

2023-09-01

OAAI

Bauwens, Luc; Chevillon, Guillaume; Laurent, Sebastien

DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2023-04-01

OAAI

Bauwens, Luc; Xu, Yongdeng

Nonlinearities and regimes in conditional correlations with different dynamics

JOURNAL OF ECONOMETRICS

IF4

2020-08-01

OAAI

Bauwens, Luc; Otranto, Edoardo

Marginal likelihood for Markov-switching and change-point GARCH models 马尔可夫切换和变点GARCH模型的边际似然

JOURNAL OF ECONOMETRICS

IF4

2014-01-01

OAAI

Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V. K.

Shock initiated ignition for hydrogen mixtures of different concentrations

INTERNATIONAL JOURNAL OF HYDROGEN ENERGY

IF8.3

2013-06-01

PREAI

Melguizo-Gavilanes, J.; Bauwens, L.

Shock-induced ignition with single step Arrhenius kinetics

INTERNATIONAL JOURNAL OF HYDROGEN ENERGY

IF8.3

2011-02-01

PREAI

Melguizo-Gavilanes, J.; Rezaeyan, N.; Tian, M.; Bauwens, L.

General-to-specific modelling of exchange rate volatility: A forecast evaluation

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2010-10-01

PREAI

Bauwens, Luc; Sucarrat, Genaro

Theory and inference for a Markov switching GARCH model 马尔可夫切换GARCH模型的理论与推论

ECONOMETRICS JOURNAL

IF7

2010-07-01

119

OAAI

Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K.

Simulation of detonation after an accidental hydrogen release in enclosed environments

INTERNATIONAL JOURNAL OF HYDROGEN ENERGY

IF8.3

2009-07-01

PREAI

Bedard-Tremblay, L.; Fang, L.; Melguizo-Gavilanes, J.; Bauwens, L.; Finstad, P. H. E.; Cheng, Z.; Tchouvelev, A. V.

Numerical simulation of hydrogen-air detonation for damage assessment in realistic accident scenarios

JOURNAL OF LOSS PREVENTION IN THE PROCESS INDUSTRIES

IF4.2

2008-03-01

PREAI

Bedard-Tremblay, L.; Fang, L.; Bauwens, L.; Cheng, Z.; Tchouvelev, A. V.

Planar detonation structure for chain-branching kinetics with large activation energy and small initiation rate

JOURNAL OF LOSS PREVENTION IN THE PROCESS INDUSTRIES

IF4.2

2007-07-01

PREAI

Liang, Z.; Bedard-Tremblay, L.; Bauwens, L.

Bayesian inference for the mixed conditional heteroskedasticity model 混合条件异方差模型的贝叶斯推断

ECONOMETRICS JOURNAL

IF7

2007-06-05

OAAI

Bauwens, L.; Rombouts, J. V. K.

Causality and exogeneity in econometrics

JOURNAL OF ECONOMETRICS

IF4

2006-06-01

PREAI

Bauwens, Luc; Boswijk, H. Peter; Urbain, Jean-Pierre

Oscillating flow of a heat-conducting fluid in a narrow tube

JOURNAL OF FLUID MECHANICS

IF3.9

2006-04-26

PREAI

Bauwens, L

Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 自适应径向方向采样: 一些灵活而鲁棒的蒙特卡洛积分方法

JOURNAL OF ECONOMETRICS

IF4

2004-12-01

OAAI

Bauwens, L; Bos, CS; van Dijk, HK; van Oest, RD

Recent advances in Bayesian econometrics

JOURNAL OF ECONOMETRICS

IF4

2004-12-01

OAAI

Bauwens, L; Lubrano, M; van Dijk, HK

A comparison of financial duration models via density forecasts

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2004-10-01

100

OAAI

Bauwens, L; Giot, P; Grammig, J; Veredas, D

The stochastic conditional duration model: a latent variable model for the analysis of financial durations 随机条件持续期模型: 金融持续期分析的潜变量模型

JOURNAL OF ECONOMETRICS

IF4

2004-04-01

135

PREAI

Bauwens, L; Veredas, D

研究方向