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 9 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 8 155
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 88 0 0 16 383
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 20 315
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 0 2 12 164
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 11 87
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 0 1 23 170
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 0 1 18 623
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 0 0 6 257
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 0 10 163
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 2 197 0 0 21 518
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 47 0 0 22 167
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 0 0 17 463
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 1 3 210
Bayesian clustering of many GARCH models 0 0 0 43 0 0 9 129
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 2 12 335
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 0 5 113
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 1 3 12 246
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 0 0 5 113
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 0 2 11 145
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 8 163
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 0 0 7 355
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 0 3 96
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 0 670 0 0 7 1,836
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 2 10 167
Econometrics 0 0 1 24 0 0 8 113
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 0 12 120
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 0 0 27 1,415
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 1 21 553
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 2 13 156
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 0 0 16 121
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 1 1 56 0 2 21 182
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 2 14 91
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 0 7 367
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 0 8 132
Multivariate GARCH models and their Estimation 0 0 0 0 1 1 5 534
Multivariate GARCH models: a survey 0 0 0 475 6 6 40 1,179
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 0 0 8 147
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 0 6 169
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 1 2 27 249
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 1 15 118
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 14 487
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 1 9 137
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 0 0 12 380
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 0 1 12 361
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 1 10 82
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 0 8 134
Nonparametric density estimation for positive time series 0 0 0 30 0 1 7 140
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 0 3 22 243
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 1 148 1 1 22 554
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 0 0 15 372
On marginal likelihood computation in change-point models 0 0 0 33 0 1 12 110
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 194 1 2 16 716
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 2 13 284
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 0 1 13 136
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 0 2 14 157
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 0 0 8 86
Regime switching GARCH models 0 0 2 191 1 3 26 561
Regime switching GARCH models 0 2 8 614 2 5 41 1,334
Regime switching GARCH models 0 0 2 82 0 0 13 278
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 1 1 12 257
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 0 11 127
Semiparametric multivariate GARCH models 0 0 0 76 1 1 7 174
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 1 1 10 68
Semiparametric multivariate volatility models 0 0 0 15 0 1 7 103
Style rotation and performance persistence of mutual funds 0 0 0 58 1 1 9 221
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 385 0 3 21 709
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 0 0 12 128
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 1 3 8 147
Theory and Inference for a Markov-Switching GARCH Model 0 0 2 554 0 1 26 1,381
Theory and inference for a Markov switching GARCH model 0 0 1 55 0 0 18 181
Theory and inference for a Markov switching GARCH model 0 0 3 133 4 7 20 366
Theory and inference for a Markov switching Garch model 0 0 0 391 0 0 9 741
Total Working Papers 0 3 29 8,015 24 75 990 24,401

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 1 2 14 148
Bayesian Clustering of Many Garch Models 1 1 1 58 1 1 16 173
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 1 14 313
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 0 1 9 113
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 1 48 0 0 14 189
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 1 1 19 0 3 17 115
Multivariate GARCH models: a survey 0 0 2 1,740 0 1 73 3,809
Multivariate mixed normal conditional heteroskedasticity 0 1 1 52 1 7 21 160
Multivariate option pricing with time varying volatility and correlations 0 1 1 49 0 4 20 194
Nonparametric density estimation for positive time series 0 0 1 37 0 1 17 154
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 2 4 19 397
On marginal likelihood computation in change-point models 0 0 1 12 0 1 8 77
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 5 118
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 0 0 15 90
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 2 21 413
Total Journal Articles 1 4 9 2,380 5 28 283 6,463

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Statistics updated 2026-10-11