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 0 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 1 4 147
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 2 295
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 87 0 1 3 365
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 0 151
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 1 76
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 0 1 2 146
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 0 1 250
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 0 194 0 2 2 495
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 1 1 1 144
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 1 2 205
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 0 0 0 445
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 3 4 107
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 0 0 0 107
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 1 348
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 0 2 93
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 0 669 0 0 1 1,826
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 0 1 156
Econometrics 0 0 0 23 0 0 2 105
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 0 543 0 1 2 1,387
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 2 4 531
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 0 142
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 0 0 1 160
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 1 1 75
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 1 2 359
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 0 1 124
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 3 528
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 0 0 0 137
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 0 1 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 0 149 0 0 1 473
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 1 103
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 0 0 127
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 1 347
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 0 1 125
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 0 4 71
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 72 0 1 2 220
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 0 1 2 530
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 1 2 357
On marginal likelihood computation in change-point models 0 0 0 33 0 0 0 98
On the Forecasting Accuracy of Multivariate GARCH Models 1 1 1 193 1 1 3 700
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 0 14 271
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 0 0 0 122
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 0 0 0 141
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 0 0 0 76
Regime switching GARCH models 0 0 0 603 1 1 4 1,287
Regime switching GARCH models 0 0 0 188 0 2 4 532
Regime switching GARCH models 0 0 1 80 0 1 10 264
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 0 1 1 244
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 0 0 116
Semiparametric multivariate GARCH models 0 0 0 75 0 1 2 166
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 1 96
Style rotation and performance persistence of mutual funds 0 0 0 58 1 2 4 212
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 5 382 1 3 9 686
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 2 4 552 0 3 5 1,354
Theory and inference for a Markov switching GARCH model 0 0 1 130 0 0 4 345
Theory and inference for a Markov switching GARCH model 0 0 1 54 1 1 3 162
Theory and inference for a Markov switching Garch model 0 0 0 391 0 1 2 732
Total Working Papers 1 3 13 7,977 7 37 136 23,352

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 0 0 4 103
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 0 2 175
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 0 0 0 98
Multivariate GARCH models: a survey 0 0 3 1,734 0 2 21 3,727
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 0 1 139
Multivariate option pricing with time varying volatility and correlations 0 1 2 46 0 2 3 169
Nonparametric density estimation for positive time series 0 0 0 35 0 0 1 135
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 0 1 6 373
On marginal likelihood computation in change-point models 0 0 0 11 0 1 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 2 8 388
Total Journal Articles 0 1 7 2,364 0 8 54 6,152

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Statistics updated 2025-05-12