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 7 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 2 4 5 151
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 3 5 10 374
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 7 9 10 305
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 2 6 7 158
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 2 4 6 81
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 4 11 13 158
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 3 9 11 616
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 3 7 7 160
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 2 4 6 256
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 2 5 11 504
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 9 13 16 159
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 0 4 208
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 6 10 13 458
Bayesian clustering of many GARCH models 0 0 0 43 3 3 4 124
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 4 5 5 328
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 2 6 110
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 2 4 4 238
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 1 3 5 112
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 5 6 7 141
Consistent ranking of multivariate volatility models 0 0 0 49 1 2 3 158
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 3 4 4 352
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 1 1 1 94
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 1 670 1 4 7 1,833
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 2 4 6 162
Econometrics 0 0 0 23 2 4 4 109
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 4 10 10 118
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 3 18 21 1,407
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 6 10 15 544
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 3 5 6 148
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 1 1 32 0 4 5 110
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 5 7 9 169
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 3 5 9 83
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 4 4 7 365
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 1 3 4 128
Multivariate GARCH models and their Estimation 0 0 0 0 2 2 3 531
Multivariate GARCH models: a survey 0 0 0 475 8 12 21 1,159
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 2 5 7 144
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 8 14 17 238
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 3 4 4 167
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 6 7 110
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 5 10 10 483
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 3 6 7 134
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 3 5 7 375
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 1 2 5 352
Nonparametric density estimation for multivariate bounded data 0 0 0 44 1 3 4 129
Nonparametric density estimation for multivariate bounded data 0 0 0 15 3 3 4 75
Nonparametric density estimation for positive time series 0 0 0 30 3 3 4 137
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 3 7 15 234
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 2 8 13 542
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 4 8 9 365
On marginal likelihood computation in change-point models 0 0 0 33 4 6 6 104
On the Forecasting Accuracy of Multivariate GARCH Models 0 1 2 194 4 7 8 707
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 2 3 274
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 2 3 6 147
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 5 9 10 132
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 2 3 5 81
Regime switching GARCH models 1 1 4 607 7 10 20 1,306
Regime switching GARCH models 0 1 1 81 3 5 8 271
Regime switching GARCH models 0 1 2 190 7 11 25 555
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 4 7 9 252
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 5 6 7 123
Semiparametric multivariate GARCH models 0 0 1 76 2 4 6 171
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 3 4 4 62
Semiparametric multivariate volatility models 0 0 0 15 1 4 4 100
Style rotation and performance persistence of mutual funds 0 0 0 58 1 3 5 215
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 7 11 16 699
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 3 4 5 121
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 2 4 4 143
Theory and Inference for a Markov-Switching GARCH Model 0 0 3 553 6 8 18 1,369
Theory and inference for a Markov switching GARCH model 0 1 2 132 3 6 8 353
Theory and inference for a Markov switching GARCH model 0 0 0 54 2 5 7 168
Theory and inference for a Markov switching Garch model 0 0 0 391 1 4 7 738
Total Working Papers 1 7 21 7,995 233 426 597 23,912

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 5 8 10 143
Bayesian Clustering of Many Garch Models 0 0 0 57 3 6 6 163
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 4 6 6 305
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 6 6 7 110
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 4 6 10 185
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 5 7 7 105
Multivariate GARCH models: a survey 1 1 5 1,739 29 51 67 3,792
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 5 6 8 147
Multivariate option pricing with time varying volatility and correlations 0 0 3 48 4 9 17 184
Nonparametric density estimation for positive time series 0 0 1 36 5 7 13 148
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 3 6 13 385
On marginal likelihood computation in change-point models 0 0 0 11 0 0 2 69
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 3 3 3 116
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 5 7 8 83
Theory and inference for a Markov switching GARCH model 0 0 0 110 6 12 20 406
Total Journal Articles 1 1 9 2,372 87 140 197 6,341

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Statistics updated 2026-02-12