Access Statistics for Jeroen VK Rombouts

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 4 10 26 26 18 41 68 68
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 4 16 16 16 4 4 4 4
A nonparametric copula based test for conditional independence with applications to granger causality 4 10 27 27 11 30 34 34
Asymptotic properties of the Bernstein density copula for dependent data 4 9 28 47 3 12 54 81
Asymptotic properties of the Bernstein density copula for dependent data 3 7 28 28 6 14 58 58
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 2 29 172 1 7 55 390
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity 4 11 11 11 4 4 4 4
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 3 4 21 21 6 13 26 26
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 1 6 19 19 5 21 69 69
Bayesian clustering of many GARCH models 0 0 3 3 0 3 7 7
Bayesian inference for the mixed conditional heteroskedasticity model 1 2 10 38 6 17 41 182
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 6 29 2 4 29 121
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 2 2 1 1 6 6
Clustered panel data models: an efficient approach for nowcasting from poor data 1 2 11 11 2 5 22 22
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 4 17 43 1 19 74 159
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 1 2 8 8 2 7 22 22
Dynamic Optimal Portfolio Selection in a VaR Framework 14 32 82 534 66 123 249 1,321
Dynamic optimal portfolio selection in a VaR framework 1 1 7 7 2 3 18 18
Estimation of temporally aggregated multivariate GARCH models 1 1 5 5 2 3 9 9
Estimation of temporally aggregated multivariate GARCH models 1 3 10 10 1 4 19 19
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models 3 13 48 147 11 26 120 262
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 6 11 34 150 8 19 75 358
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 3 16 54 410 11 38 154 998
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 5 18 2 3 26 51
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 2 3 19 36 6 14 99 151
Mixed exponential power asymmetric conditional heteroskedasticity 1 1 4 4 2 3 20 20
Multivariate GARCH models and their Estimation 0 0 0 0 2 2 25 407
Multivariate GARCH models: a survey 20 30 67 67 36 52 112 112
Multivariate mixed normal conditional heteroskedasticity 5 10 26 117 7 23 79 346
Multivariate mixed normal conditional heteroskedasticity 0 0 1 1 0 1 6 6
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 11 31 2 6 46 92
Nonparametric Density Estimation for Positive Time Series 3 4 19 75 7 10 45 186
Nonparametric density estimation for multivariate bounded data 1 4 6 30 1 7 22 59
Nonparametric density estimation for multivariate bounded data 0 3 9 9 2 6 24 24
Nonparametric density estimation for positive time series 0 1 4 4 1 2 19 19
On Marginal Likelihood Computation in Change-point Models 15 15 15 15 2 2 2 2
Regime switching GARCH models 8 19 102 342 16 38 187 614
Regime switching GARCH models 5 5 19 92 6 8 46 204
Regime switching GARCH models 0 1 6 6 0 3 14 14
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 2 2 18 51 3 8 56 89
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 8 39 0 3 22 56
Semiparametric multivariate GARCH models 3 4 13 13 5 8 20 20
Semiparametric multivariate density estimation for positive data using copulas 0 0 3 3 3 4 17 17
Semiparametric multivariate volatility models 1 1 4 4 1 2 7 7
Style rotation and performance persistence of mutual funds 1 5 10 10 3 14 26 26
Theory and Inference for a Markov-Switching GARCH Model 1 5 39 135 5 13 88 209
Theory and inference for a Markov switching GARCH model 1 2 23 67 4 8 61 128
Theory and inference for a Markov switching GARCH model 3 3 13 13 3 7 37 37
Theory and inference for a Markov switching Garch model 3 9 44 140 4 22 85 168
Total Working Papers 134 289 990 3,086 296 687 2,408 7,302

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Clustering of Many Garch Models 2 3 12 30 3 4 24 53
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 6 17 4 5 52 133
Clustered panel data models: an efficient approach for nowcasting from poor data 1 1 2 7 1 1 6 39
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 1 2 2 2 1 3 3 3
Multivariate GARCH models: a survey 22 57 240 699 37 94 422 1,223
Multivariate mixed normal conditional heteroskedasticity 0 1 4 16 1 2 11 56
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 5 5 0 3 12 12
Semiparametric multivariate density estimation for positive data using copulas 1 1 4 4 4 5 13 13
Total Journal Articles 27 65 275 780 51 117 543 1,532

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Statistics updated 2009-11-04