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.
http://hdl.handle.net/2078.1/230903
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.
http://hdl.handle.net/2078.1/225229
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.
http://hdl.handle.net/2078.1/230383
4. 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.
http://hdl.handle.net/2078.1/223277
5. Gao, Zhengyuan; Hafner, Christian.
Looking Backward and Looking Forward. In:
Econometrics, Vol. 7, no.2, p. article 27 (2019). doi:10.3390/econometrics7020027.
http://hdl.handle.net/2078.1/218030
6. 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.
http://hdl.handle.net/2078.1/208906
7. 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).
http://hdl.handle.net/2078.1/203915
8. 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.
http://hdl.handle.net/2078.1/218031
