Concepedia
Statistics
Publications
94
Citations
6.3K
H-Index
37
Active since
1985
Affiliations
UCLouvain(Current)
University of Calgary
Center for Interuniversity Research and Analysis on Organizations
HEC Montréal
University of Namur
Luc Bauwens is an author at UCLouvain specializing in economics, finance, and financial economics.
Publications per year
1985–2022
93
Multivariate GARCH models: a survey
Sébastien Laurent, Luc Bauwens, Jeroen V.K. Rombouts · RePEc: Research Papers in Economics · 2.1K citations
Social Sciences, Economics, Finance +17
Intra-Industry Specialisation in a Multi-Country and Multi-Industry Framework
Béla Balassa, Luc Bauwens · The Economic Journal · 1987 · 318 citations
Social Sciences, Economics, Industrial Organization +9
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
Luc Bauwens, Sébastien Laurent · Journal of Business and Economic Statistics · 2005 · 297 citations
Business, Finance, Financial Econometrics +16
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Luc Bauwens, David Veredas · Journal of Econometrics · 2003 · 251 citations
Business, Economics, Finance +11
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Luc Bauwens, Walid Ben Omrane, Pierre Giot · Journal of International Money and Finance · 2005 · 223 citations
Business, Economics, Finance +13
1–5 of 94