Luc Bauwens

According to our database, Luc Bauwens authored at least 9 papers between 1994 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

Special issue on Bayesian econometrics.

Luc Bauwens, Gary Koop, John M. Maheu, Yasuhiro Omori

Comput. Stat. Data Anal., 2016

Estimation and empirical performance of non-scalar dynamic conditional correlation models.

Luc Bauwens, Lyudmila Grigoryeva, Juan-Pablo Ortega

Comput. Stat. Data Anal., 2016

2012

The Annals of Computational and Financial Econometrics, first issue.

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 S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

On marginal likelihood computation in change-point models.

Luc Bauwens, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2012

2010

Intradaily dynamic portfolio selection.

Luc Bauwens, Walid Ben Omrane, Erick Rengifo

Comput. Stat. Data Anal., 2010

2009

Efficient importance sampling for ML estimation of SCD models.

Luc Bauwens, F. Galli

Comput. Stat. Data Anal., 2009

2007

Multivariate mixed normal conditional heteroskedasticity.

Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2007

1995

Simulation of Compressible Flow on a Massively Parallel Architecture.

Dan Williams, Luc Bauwens

Sci. Program., 1995

1994

Porting and Optimization of a Finite-Difference CFD Code on a Massively Parallel Architecture.

Dan Williams, Luc Bauwens

Proceedings of the Massively Parallel Processing Applications and Develompent, 1994