Journal Articles

1. Bauwens, Luc; Otranto, Edoardo. Nonlinearities and regimes in conditional correlations with different dynamics. In: Journal of Econometrics, Vol. 217, no.2, p. 496-522 (2020). doi:10.1016/j.jeconom.2019.12.014.

2. Naceur, Sami Ben; Candelon, Bertrand; Lajaunie, Quentin. Taming financial development to reduce crises. In: Emerging Markets Review, Vol. 40, p. 100618 (2019). doi:10.1016/j.ememar.2019.05.003.

3. Sorgho, Zakaria; Tharakan, Joe. Assessing the impact of unilateral trade policies EBA and AGOA on African beneficiaries' exports using matching econometrics. In: The World Economy, Vol. 42, no.10, p. 3086-3118 (2019). doi:10.1111/twec.12842.

4. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric. SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In: Stochastic Processes and Their Applications, Vol. 130, no. 7, p. 3895-3919 (2020). doi:10.1016/ (Accepté/Sous presse).

5. Augustyniak, Maciej; Bauwens, Luc; Dufays, Arnaud. A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model. In: Journal of Business & Economic Statistics, Vol. 37, no.4, p. 696-709 (2019). doi:10.1080/07350015.2017.1415910.

6. Gao, Zhengyuan; Hafner, Christian. Looking Backward and Looking Forward. In: Econometrics, Vol. 7, no.2, p. article 27 (2019). doi:10.3390/econometrics7020027.

7. Yang, Yukai; Bauwens, Luc. State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering. In: Econometrics, Vol. 6, no.4, p. 48 (2018). doi:10.3390/econometrics6040048.

8. Demos, Antonis; Kyriakopoulou, Dimitra. Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. In: Journal of Time Series Econometrics, (2018). doi:10.1515/jtse-2018-0010 (Accepté/Sous presse).

9. Hafner, Christian. Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. In: Journal of Financial Econometrics, no. nby023, p. 1-17 (2018). doi:10.1093/jjfinec/nby023.