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Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen Scaillet, Olivier Veredas, David Zakoian, Jean-Michel
Rombouts, Jeroen
Scaillet, Olivier
Veredas, David
Zakoian, Jean-Michel
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Publication Type
Journal article with impact factor
Editor
Supervisor
Publication Year
2020
Journal
Journal of Econometrics
Book
Publication Volume
217
Publication Issue
2
Publication Begin page
203
Publication End page
206
Publication Number of pages
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Abstract
This special issue is based upon the conference in honour of Professor Luc Bauwens, held in Brussels on October 2017. The conference was sponsored by UCLouvain and the theme was nonlinear financial econometrics. The generality of the theme reflects precisely the broad research scope of Luc Bauwens. During his career, he has contributed to various areas of time series econometrics, always with applications in economics and finance in mind, and, although being a Bayesian econometrician, he developed both Bayesian and frequentist inference.
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Journal Issue
Keywords
Nonlinear Financial Econometrics