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 1 216
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 4 143
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 87 0 0 3 361
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 1 293
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 58 0 0 0 150
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 60 1 1 1 74
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 1 1 2 144
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 3 182 0 1 11 600
Asymptotic properties of the Bernstein density copula for dependent data 0 0 1 92 0 0 3 248
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 0 193 0 0 2 491
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 44 0 0 1 203
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 0 0 3 142
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 0 2 15 439
Bayesian clustering of many GARCH models 0 0 1 43 1 1 2 119
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 62 0 0 1 321
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 1 230
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 0 3 102
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 39 1 1 1 105
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 1 36 0 0 4 130
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 2 155
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 0 0 0 346
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 1 1 91
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 0 668 0 0 0 1,822
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 0 1 155
Econometrics 0 0 0 21 1 1 3 98
Estimation of temporally aggregated multivariate GARCH models 0 0 1 24 0 0 3 107
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 1 3 4 524
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 2 543 0 0 4 1,384
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 3 141
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 1 55 0 0 5 152
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 0 0 73
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 0 2 355
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 0 3 123
Multivariate GARCH models and their Estimation 0 0 0 0 0 1 6 518
Multivariate GARCH models: a survey 0 0 4 470 0 2 16 1,120
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 0 0 2 136
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 0 0 1 220
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 1 45 0 0 2 161
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 0 472
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 1 102
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 0 1 127
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 0 0 0 364
Nonparametric Density Estimation for Positive Time Series 0 0 1 111 0 0 6 345
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 0 0 119
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 1 9 61
Nonparametric density estimation for positive time series 0 0 0 30 1 1 2 131
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 1 1 147 0 9 28 499
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 71 0 0 3 215
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 0 0 354
On marginal likelihood computation in change-point models 0 0 0 33 0 0 2 98
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 3 190 0 1 8 691
On the forecasting accuracy of multivariate GARCH models 0 2 3 112 0 5 13 243
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 1 33 0 0 8 120
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 47 0 0 2 135
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 0 0 5 75
Regime switching GARCH models 1 1 2 603 1 1 4 1,283
Regime switching GARCH models 0 0 1 78 2 2 4 249
Regime switching GARCH models 0 0 0 187 0 0 1 522
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 0 0 116
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 0 0 1 243
Semiparametric multivariate GARCH models 0 0 0 74 0 0 1 162
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 0 0 1 57
Semiparametric multivariate volatility models 0 0 0 15 0 0 2 94
Style rotation and performance persistence of mutual funds 0 0 0 58 0 1 1 206
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 5 372 0 2 16 670
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 0 0 3 116
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 6 135
Theory and Inference for a Markov-Switching GARCH Model 0 1 1 548 0 2 5 1,347
Theory and inference for a Markov switching GARCH model 0 0 1 53 0 0 1 159
Theory and inference for a Markov switching GARCH model 0 0 0 128 0 2 5 335
Theory and inference for a Markov switching Garch model 0 0 1 391 0 0 1 729
Total Working Papers 1 5 37 7,931 10 42 257 23,024

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 1 131
Bayesian Clustering of Many Garch Models 0 0 0 55 0 0 1 153
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 0 2 294
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 15 0 0 2 91
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 2 2 2 46 2 2 2 169
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 17 0 0 3 97
Multivariate GARCH models: a survey 0 2 15 1,724 3 10 77 3,664
Multivariate mixed normal conditional heteroskedasticity 0 0 0 50 0 0 0 136
Multivariate option pricing with time varying volatility and correlations 0 0 0 40 1 2 5 159
Nonparametric density estimation for positive time series 0 0 0 35 0 0 0 130
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 6 99 0 2 15 343
On marginal likelihood computation in change-point models 0 0 0 10 0 0 2 61
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 3 112
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 14 0 0 0 73
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 0 6 374
Total Journal Articles 2 4 23 2,333 6 16 119 5,987

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Statistics updated 2022-11-05