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Luc Bauwens

Stand Alone

Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
High frequency financial econometrics
Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
High Frequency Financial Econometrics
Econometric Modelling of Stock Market Intraday Activities (Advanced Studies in Theoretical and Applied Econometrics)
Proceedings SS '93 High Performance Computing: New Horizons
Handbook of Volatility Models and Their Applications (Wiley Handbooks in Financial Engineering and Econometrics)