Luc Bauwens

Publication Activity (10 Years)

Years Active: 1994-2016
Publications (10 Years): 2

Top Topics

Bayesian Learning

Marginal Likelihood

Statistical Models

Top Venues

Comput. Stat. Data Anal.

Publications

Luc Bauwens, Lyudmila Grigoryeva, Juan-Pablo Ortega
Estimation and empirical performance of non-scalar dynamic conditional correlation models. Comput. Stat. Data Anal. 100 (2016)
Luc Bauwens, Gary Koop, John M. Maheu, Yasuhiro Omori
Special issue on Bayesian econometrics. Comput. Stat. Data Anal. 100 (2016)
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
Luc Bauwens, Jeroen V. K. Rombouts
On marginal likelihood computation in change-point models. Comput. Stat. Data Anal. 56 (11) (2012)
Luc Bauwens, Walid Ben Omrane, Erick Rengifo
Intradaily dynamic portfolio selection. Comput. Stat. Data Anal. 54 (11) (2010)
Dan Williams, Luc Bauwens
Simulation of Compressible Flow on a Massively Parallel Architecture. Sci. Program. 4 (3) (1995)
Dan Williams, Luc Bauwens
Porting and Optimization of a Finite-Difference CFD Code on a Massively Parallel Architecture. EUROSIM (1994)