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 Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 1 1 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 3 147
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 0 1 4 367
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 1 295
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 1 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 1 76
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 1 1 2 147
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 0 0 2 605
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 0 0 153
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 0 1 2 251
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 1 1 4 497
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 1 2 3 207
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 0 0 0 445
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 1 1 2 145
Bayesian clustering of many GARCH models 0 0 0 43 0 0 1 120
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 1 1 5 108
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 2 234
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 0 0 323
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 1 1 1 108
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 0 0 0 134
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 0 155
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 0 0 0 348
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 0 1 93
Dynamic Optimal Portfolio Selection in a VaR Framework 0 1 1 670 1 2 3 1,828
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 0 1 156
Econometrics 0 0 0 23 0 0 1 105
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 0 1 108
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 1 4 532
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 1 1 2 1,388
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 1 1 143
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 0 31 0 0 0 105
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 1 1 2 161
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 1 3 77
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 1 1 3 360
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 0 0 124
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 3 529
Multivariate GARCH models: a survey 0 0 0 475 0 0 2 1,138
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 1 2 2 139
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 0 0 1 222
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 0 0 163
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 1 103
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 1 473
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 0 1 128
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 0 0 0 368
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 0 0 0 347
Nonparametric density estimation for multivariate bounded data 0 0 0 15 1 1 2 72
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 1 1 126
Nonparametric density estimation for positive time series 0 0 0 30 0 0 1 133
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 2 2 4 532
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 0 1 3 221
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 0 1 357
On marginal likelihood computation in change-point models 0 0 0 33 0 0 0 98
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 193 0 0 1 700
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 0 7 271
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 0 0 1 123
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 1 2 2 143
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 1 1 1 77
Regime switching GARCH models 0 0 0 80 0 1 7 265
Regime switching GARCH models 0 1 1 189 0 2 6 535
Regime switching GARCH models 0 1 2 605 1 2 7 1,291
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 0 0 2 245
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 0 0 116
Semiparametric multivariate GARCH models 1 1 1 76 1 1 3 167
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 0 0 1 58
Semiparametric multivariate volatility models 0 0 0 15 0 0 0 96
Style rotation and performance persistence of mutual funds 0 0 0 58 0 0 4 212
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 1 3 383 1 1 7 687
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 0 0 0 116
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 1 139
Theory and Inference for a Markov-Switching GARCH Model 0 0 3 552 0 1 5 1,355
Theory and inference for a Markov switching GARCH model 0 0 1 130 1 1 3 346
Theory and inference for a Markov switching GARCH model 0 0 1 54 1 1 4 163
Theory and inference for a Markov switching Garch model 0 0 0 391 0 0 2 732
Total Working Papers 2 5 16 7,985 22 39 145 23,401

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data 0 0 0 55 0 0 0 133
Bayesian Clustering of Many Garch Models 0 0 1 57 0 0 1 157
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 0 4 299
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 1 1 4 104
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 0 0 175
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 0 0 0 98
Multivariate GARCH models: a survey 1 2 5 1,737 2 6 23 3,735
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 0 1 139
Multivariate option pricing with time varying volatility and correlations 0 2 4 48 1 5 8 174
Nonparametric density estimation for positive time series 0 1 1 36 0 1 2 137
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 1 3 8 377
On marginal likelihood computation in change-point models 0 0 0 11 0 0 2 68
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 1 113
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 0 0 0 75
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 3 11 392
Total Journal Articles 1 5 12 2,370 5 19 65 6,176

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Statistics updated 2025-09-05