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Publication type
Journal article with impact factorPublication Year
2020Journal
Journal of EconometricsPublication Volume
217Publication Issue
2Publication Begin page
203Publication End page
206
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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.Keyword
Nonlinear Financial EconometricsKnowledge Domain/Industry
Accounting & Financeae974a485f413a2113503eed53cd6c53
10.1016/j.jeconom.2019.12.001