Luc Bauwens

7.7k total citations
151 papers, 3.4k citations indexed

About

Luc Bauwens is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Luc Bauwens has authored 151 papers receiving a total of 3.4k indexed citations (citations by other indexed papers that have themselves been cited), including 56 papers in Finance, 55 papers in Economics and Econometrics and 35 papers in General Economics, Econometrics and Finance. Recurrent topics in Luc Bauwens's work include Financial Risk and Volatility Modeling (53 papers), Monetary Policy and Economic Impact (29 papers) and Market Dynamics and Volatility (28 papers). Luc Bauwens is often cited by papers focused on Financial Risk and Volatility Modeling (53 papers), Monetary Policy and Economic Impact (29 papers) and Market Dynamics and Volatility (28 papers). Luc Bauwens collaborates with scholars based in Belgium, Canada and France. Luc Bauwens's co-authors include Pierre Giot, Sébastien Laurent, Jeroen V.K. Rombouts, Béla Balassa, Michel Lubrano, Jean‐François Richard, David Veredas, Christian Hafner, Walid Ben Omrane and Elaine S. Oran and has published in prestigious journals such as Journal of Fluid Mechanics, The Economic Journal and The Journal of the Acoustical Society of America.

In The Last Decade

Luc Bauwens

144 papers receiving 3.1k citations

Peers

Luc Bauwens
Comparison fields: 5 of 107
  • Economics and Econometrics 1.8k
  • Finance 1.8k
  • General Economics, Econometrics and Finance 1.2k
  • Statistics and Probability 378
  • Aerospace Engineering 359
Replace Fred Espen Benth with:
Fred Espen Benth Norway
Victor DeMiguel United Kingdom
James B. McDonald United States
Roberto S. Mariano United States
M. A. H. Dempster United Kingdom
Giorgio P. Szegö Italy
Anthony B. Sanders United States
Oldrich A Vasicek United States
Thomas J. Rothenberg United States
Yacine Aı̈t-Sahalia United States
Fred Espen Benth Norway View profile →
Citations per field, relative to Luc Bauwens
Luc Bauwens · 1×
Citations per year, relative to Luc Bauwens
Luc Bauwens · 1×

Countries citing papers authored by Luc Bauwens

Since Specialization
Citations

This map shows the geographic impact of Luc Bauwens's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Luc Bauwens with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Luc Bauwens more than expected).

Fields of papers citing papers by Luc Bauwens

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Luc Bauwens. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Luc Bauwens. The network helps show where Luc Bauwens may publish in the future.

Co-authorship network of co-authors of Luc Bauwens

This figure shows the co-authorship network connecting the top 25 collaborators of Luc Bauwens. A scholar is included among the top collaborators of Luc Bauwens based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Luc Bauwens. Luc Bauwens is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 0
2 0
3 5
4
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
1
5
Low Mach number simulation of a loaded standing-wave thermoacoustic engine
0
6
Shock-induced ignition with three-step chain-branching kinetics
3
7
High frequency financial econometrics : recent developments
30
8
Econometric Analysis of Intra-Daily Trading Activity on the Tokyo Stock Exchange
12
9
A Comparison of Financial Duration Models via Density Forecast
15
10
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS
1
11
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods
2
12
A New Class of Multivariate Skew Densities, with Application to GARCH Models
22
13
Art experts and auctions :are pre-sale estimates unbiased and fully informative
26
14
The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks
77
15
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
40
16
Recent developments in the econometrics of financial markets using intra-day data
1
17
A Gibbs sampling approach to cointegration
6
18
Bayesian diagnostics for heterogeneity
5
19
The "pathology" of the natural conjugate prior density in the regression model
4
20
Comparative advantage in manufactured goods in a multi-country, multi-industry, and multi-factor model
5

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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