| Luc
BAUWENS Professor, Université catholique de Louvain (Faculté des sciences économiques, sociales et politiques, Département des sciences économiques) |
|
| Contact | Tel : +32
10 474336 Fax : +32 10 474301 e-mail : bauwens@core.ucl.ac.be Web site : http://www.core.ucl.ac.be/econometrics/bauwens.htm |
| Education | Docteur en sciences économiques, Université catholique de Louvain, 1983 |
| Fields
of interest |
Econometrics and statistical methods |
| Selected publications |
* A new class of multivariate skew densities, with application to GARCH models . Journal of Business and Economic Statistics, 23(3), 346-354, 2005 (with S. Laurent). * Adaptive radial-based direction sampling: a class of flexible and robust Monte Carlo integration methods. Journal of Econometrics, 123(2), 201-225, 2004 (with C. Bos, R. van Oest, and H.K. van Dijk). * A comparison of financial duration models via density forecasts. International Journal of Forecasting, 20, 589-609, 2004. |