L. Bauwens

Publication Activity (10 Years)

Years Active: 2007-2009
Publications (10 Years): 0

Publications

L. Bauwens, F. Galli
Efficient importance sampling for ML estimation of SCD models. Comput. Stat. Data Anal. 53 (6) (2009)
L. Bauwens, C. M. Hafner, Jeroen V. K. Rombouts
Multivariate mixed normal conditional heteroskedasticity. Comput. Stat. Data Anal. 51 (7) (2007)