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Luc Bauwens

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Thesis

Essays on Multivariate Volatility Forecasting

Author: Violante, F., 6 Dec 2010

Supervisor: Laurent, S. (Supervisor), Giot, P. (President), Bauwens, L. (Jury), Hafner, C. (External person) (Jury), Palm, F. (External person) (Jury) & Zakoian, J. (External person) (Jury)

Student thesis: Doc typesDoctor of Economics and Business Management

File

Jumps in high frequency time series: determinants and informational content

Author: Lahaye, J., 1 Jul 2009

Supervisor: Laurent, S. (Supervisor), Giot, P. (President), Bauwens, L. (Jury), Candelon, B. (External person) (Jury) & Rockinger, M. (External person) (Jury)

Student thesis: Doc typesDoctor of Economics and Business Management