Browsing Articles by Author "Scaillet, Olivier"
Nonlinear financial econometrics JoE special issue introductionRombouts, Jeroen; Scaillet, Olivier; Veredas, David; Zakoian, Jean-Michel (Journal of Econometrics, 2020)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.