Authors: Bauwens, Luc Laurent, Sébastien Rombouts, Jeroen V. K.

Citation: Bauwens, Luc et al., Multivariate garch models: a survey, Journal of applied econometrics , 21(1), 2006, pp. 79-109

Authors: Bauwens, Luc Lubrano, Michel

Citation: Bauwens, Luc et Lubrano, Michel, Bayesian inference in dynamic disequilibrium models: an application to the polish credit market, Econometric reviews , 26(2-4), 2007, pp. 469-486

Authors: Bauwens, Luc Koop, Gary Korobilis, Dimitris Rombouts, Jeroen V. K.

Citation: Bauwens, Luc et al., The contribution of structural break models to forecasting macroeconomic series, Journal of applied econometrics , 30(4), 2015, pp. 596-620

Authors: Bauwens, Luc Hafner, Christian M. Pierret, Diane

Citation: Bauwens, Luc et al., Multivariate volatility modeling of electricity futures, Journal of applied econometrics , 28(5), 2013, pp. 743-761