Luc Bauwens, Ph D, is Professor of Economics at the
Université catholique de Louvain (Belgium), where he is also
President of the Center for Operations Research and Econometrics
(CORE). He has written more than 100 published papers on the topics
of econometrics, statistics, and microeconomics.
Christian Hafner, Ph D, is Professor and President of the Louvain
School of Statistics, Biostatistics, and Actuarial Science (LSBA)
at the Université catholique de Louvain (Belgium). He has
published extensively in the areas of time series econometrics,
applied nonparametric statistics, and empirical finance.
Sebastien Laurent, Ph D, is Associate Professor of Econometrics
in the Department of Quantitative Economics at Maastricht
University (The Netherlands). Dr. Laurent”s current areas of
research interest include financial econometrics and computational
econometrics.
4 Ebook di Luc Bauwens
Luc Bauwens & Christian M. Hafner: Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models
in financial engineering
Volatility has become a hot topic in this era of instant
communications, spawning a great deal of …
PDF
Inglese
DRM
€150.99
Luc Bauwens & Christian M. Hafner: Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models
in financial engineering
Volatility has become a hot topic in this era of instant
communications, spawning a great deal of …
EPUB
Inglese
DRM
€150.99
Luc Bauwens & Winfried Pohlmeier: High Frequency Financial Econometrics
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity …
PDF
Inglese
€96.29
Luc Bauwens & Pierre Giot: Econometric Modelling of Stock Market Intraday Activity
Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and …
PDF
Inglese
DRM
€112.40