| Marginal likelihood for Markov-switching and change-point GARCH models L Bauwens, A Dufays, JVK Rombouts Journal of Econometrics 178, 508-522, 2014 | 126 | 2014 |
| A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models L Bauwens, B De Backer, A Dufays Journal of Empirical Finance 29, 207-229, 2014 | 74 | 2014 |
| Commodities inventory effect JF Carpantier, A Dufays | 33 | 2013 |
| Infinite-state Markov-switching for dynamic volatility A Dufays Jnl of Financial Econometrics 14 (2), 418-460, 2016 | 30 | 2016 |
| Autoregressive moving average infinite hidden Markov-switching models L Bauwens, JF Carpantier, A Dufays Journal of Business & Economic Statistics 35 (2), 162-182, 2017 | 29 | 2017 |
| A new approach to volatility modeling: the factorial hidden Markov volatility model M Augustyniak, L Bauwens, A Dufays Journal of Business & Economic Statistics 37 (4), 696-709, 2019 | 19 | 2019 |
| Commodities volatility and the theory of storage JF Carpantier, A Dufays CORE Discussion Paper 2012/37, 2012 | 18 | 2012 |
| Infinite-state Markov-switching for dynamic volatility and correlation models A Dufays CORE DP 2012 43, 2012 | 15 | 2012 |
| Estimating and forecasting structural breaks in financial time series L Bauwens, B De Backer, A Dufays CORE, 2011 | 15 | 2011 |
| Evolutionary sequential monte carlo samplers for change-point models A Dufays Econometrics 4 (1), 12, 2016 | 10 | 2016 |
| Relevant parameter changes in structural break models A Dufays, JVK Rombouts Journal of Econometrics 217 (1), 46-78, 2020 | 9 | 2020 |
| Sparse change‐point VAR models A Dufays, Z Li, JVK Rombouts, Y Song Journal of Applied Econometrics 36 (6), 703-727, 2021 | 7 | 2021 |
| Sparse change-point HAR models for realized variance A Dufays, JVK Rombouts Econometric Reviews, 2019 | 6 | 2019 |
| Peer-induced beliefs regarding college participation V Boucher, FA Dedewanou, A Dufays CRREP working paper serie 2018-17, 2018 | 5 | 2018 |
| Peer-induced beliefs regarding college participation V Boucher, FA Dedewanou, A Dufays Economics of Education Review 90, 102307, 2022 | 4 | 2022 |
| Frequentist and bayesian change-point models: A missing link D Ardia, A Dufays, CO Criado SSRN Electron. J, 2019 | 4 | 2019 |
| Fast filtering with large option panels: Implications for asset pricing A Dufays, K Jacobs, Y Liu, J Rombouts Journal of Financial and Quantitative Analysis, 1-32, 2023 | 3 | 2023 |
| Selective linear segmentation for detecting relevant parameter changes A Dufays, EA Houndetoungan, A Coën Journal of Financial Econometrics 20 (4), 762-805, 2022 | 2 | 2022 |
| Modeling time-varying parameters using artificial neural networks: a GARCH illustration MN Donfack, A Dufays Studies in Nonlinear Dynamics & Econometrics 25 (5), 311-343, 2021 | 2 | 2021 |
| Sparse change-point time series models A Dufays, J Rombouts LIDAM Discussion Papers CORE, 2015 | 2 | 2015 |
Luc BauwensProfessor of Economics, Université catholique de Louvain在 uclouvain.be 的电子邮件经过验证
