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210 results on '"Luc Bauwens"'

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1. State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering

2. DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations

7. Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models

10. 9TH INTERNATIONAL CONFERENCE ON HYDROGEN SAFETY (ICHS2021)

13. Multiplicative Conditional Correlation Models for Realized Covariance Matrices

14. Nonlinearities and Regimes in Conditional Correlations with Different Dynamics

15. A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model

16. The Annals of Computational and Financial Econometrics, first issue.

17. A dynamic component model for forecasting high-dimensional realized covariance matrices

18. A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models

19. The Contribution of Structural Break Models to Forecasting Macroeconomic Series

20. Shock initiated ignition for hydrogen mixtures of different concentrations

21. Oscillatory flame propagation: Coupling with the acoustic field

23. A New Approach to Volatility Modeling: The High-Dimensional Markov Model

24. Modeling the Dependence of Conditional Correlations on Market Volatility

25. A comparison between constant volume induction times and results from spatially resolved simulation of ignition behind reflected shocks: implications for shock tube experiments

26. MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

27. Shock-induced ignition with single step Arrhenius kinetics

28. Theory and inference for a Markov switching GARCH model

29. Simulation of shock-initiated ignition

30. Numerical model of a thermoacoustic engine

31. Mini-Workshop: Semiparametric Modelling of Multivariate Economic Time Series With Changing Dynamics

32. Simulation of detonation after an accidental hydrogen release in enclosed environments

33. Oscillating flames: multiple-scale analysis

34. Théorie de l’information et diagnostic médical : une analyse coût-efficacité

35. Detonation structure under chain-branching kinetics with small initiation rate

36. Numerical simulation of hydrogen–air detonation for damage assessment in realistic accident scenarios

37. Bayesian inference for the mixed conditional heteroskedasticity model

38. Multivariate mixed normal conditional heteroskedasticity

39. Accelerating flames in tubes—an analysis

41. Effect of a resistive load on the starting performance of a standing wave thermoacoustic engine: A numerical study

42. The contribution of structural break models to forecasting macroeconomic series

43. Autoregressive Moving Average Infinite Hidden Markov-Switching Models

44. Supplementary Appendix to 'Modeling the Dependence of Conditional Correlations on Market Volatility'

45. Supplementary Appendix to Autoregressive Moving Average Infinite Hidden Markov-Switching Models

46. Detonation Structure Under Chain Branching Kinetics

47. Stochastic Conditional Intensity Processes

48. Editor’s introduction

49. News announcements, market activity and volatility in the euro/dollar foreign exchange market

50. Cell structure and stability of detonations with a pressure-dependent chain-branching reaction rate model

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