Michel Lubrano

Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Greqam, Vieille Charité

2 rue de la Charité

13002 Marseille

France

SCHOLARLY PAPERS

6

DOWNLOADS

268

SSRN CITATIONS
Rank 41,988

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Top 41,988

in Total Papers Citations

2

CROSSREF CITATIONS

21

Scholarly Papers (6)

1.

Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market

CORE Discussion Paper No. 2006/50
Number of pages: 24 Posted: 22 Aug 2006
Luc Bauwens and Michel Lubrano
Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 112 (460,674)
Citation 3

Abstract:

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Latent variables, disequilibrium models, Bayesian inference, Gibbs sampler, credit rationing

2.

Bayesian Analysis of Dynamic Disequilibrium Models: An Application to the Polish Credit Market

Number of pages: 23 Posted: 14 Apr 2005
Luc Bauwens and Michel Lubrano
Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 112 (460,674)

Abstract:

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Disequilibrium models, Bayesian inference, Gibbs sampler, credit rationing

3.

Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation

Number of pages: 37 Posted: 13 Jan 2012 Last Revised: 26 Feb 2012
Karim M. Abadir and Michel Lubrano
Imperial College Business School and Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 44 (767,558)

Abstract:

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4.

Bayesian Option Pricing Using Asymmetric GARCH Models

Posted: 14 Apr 2005
Luc Bauwens and Michel Lubrano
Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Abstract:

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Bayesian inference, GARCH, Option pricing, simulation

5.

Ranking Economics Departments in Europe: A Statistical Approach

Journal of the European Economic Association, Vol. 1, No. 6, pp. 1367-1401
Posted: 08 Apr 2005
Université catholique de Louvain, Ecole des Hautes Etudes en Sciences Sociales (EHESS), GREQAM and University of Angers - French Institute of Health and Medical Research (INSERM)

Abstract:

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Ranking economics departments, journal ranking

6.

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Posted: 06 Apr 1999
Luc Bauwens and Michel Lubrano
Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Abstract:

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Bayesian inference, GARCH, Gibbs sampler, Monte Carlo, Option pricing.