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 0 1 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 2 147
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 2 2 5 369
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 1 1 1 296
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 1 1 2 77
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 0 1 2 147
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 2 2 2 607
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 1 1 2 252
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 0 0 153
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 2 3 6 499
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 1 2 4 208
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 2 3 3 448
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 1 2 3 146
Bayesian clustering of many GARCH models 0 0 0 43 1 1 2 121
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 1 5 108
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 0 0 323
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 2 234
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 1 2 2 109
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 1 1 1 135
Consistent ranking of multivariate volatility models 0 0 0 49 1 1 1 156
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 0 1 670 0 2 3 1,829
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 1 2 3 158
Econometrics 0 0 0 23 0 0 0 105
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 2 2 6 534
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 1 2 3 1,389
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 1 143
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 0 31 1 1 1 106
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 1 2 3 162
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 1 4 78
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 1 2 4 361
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 1 1 1 125
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 3 529
Multivariate GARCH models: a survey 0 0 0 475 8 9 10 1,147
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 0 1 2 139
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 0 0 163
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 2 2 3 224
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 1 1 104
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 2 2 2 370
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 1 3 3 350
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 1 2 72
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 0 1 126
Nonparametric density estimation for positive time series 0 0 0 30 1 1 1 134
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 6 6 9 227
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 2 4 5 534
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 1 1 2 272
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 1 2 3 144
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 28 0 2 2 78
Regime switching GARCH models 0 0 1 189 9 9 15 544
Regime switching GARCH models 0 1 3 606 3 6 12 1,296
Regime switching GARCH models 0 0 0 80 1 1 6 266
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 1 1 1 117
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 0 0 2 245
Semiparametric multivariate GARCH models 0 1 1 76 0 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 0 1 2 383 0 2 6 688
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 1 1 1 117
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 0 139
Theory and Inference for a Markov-Switching GARCH Model 1 1 4 553 6 6 11 1,361
Theory and inference for a Markov switching GARCH model 1 1 2 131 1 2 4 347
Theory and inference for a Markov switching GARCH model 0 0 1 54 0 1 4 163
Theory and inference for a Markov switching Garch model 0 0 0 391 2 2 4 734
Total Working Papers 2 5 18 7,988 75 107 207 23,486

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 1 2 2 135
Bayesian Clustering of Many Garch Models 0 0 0 57 0 0 0 157
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 0 3 299
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 0 1 1 104
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 4 4 4 179
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 0 0 0 98
Multivariate GARCH models: a survey 0 2 4 1,738 5 8 21 3,741
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 2 2 3 141
Multivariate option pricing with time varying volatility and correlations 0 0 3 48 1 2 8 175
Nonparametric density estimation for positive time series 0 0 1 36 4 4 6 141
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 1 3 10 379
On marginal likelihood computation in change-point models 0 0 0 11 0 1 2 69
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 1 1 1 76
Theory and inference for a Markov switching GARCH model 0 0 0 110 2 2 13 394
Total Journal Articles 0 2 9 2,371 21 30 75 6,201

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Statistics updated 2025-11-08