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 0 177 2 2 8 205
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 1 83 2 3 10 134
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 85 0 0 9 351
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 8 290
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 58 2 2 7 143
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 60 1 2 5 67
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 40 0 0 5 136
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 178 0 2 9 579
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 90 0 0 2 243
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 2 2 5 152
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 1 1 2 193 1 1 9 487
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 52 0 4 15 409
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 43 0 0 13 199
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 46 0 1 12 135
Bayesian clustering of many GARCH models 0 0 0 38 0 0 2 109
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 13 2 5 8 92
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 61 1 2 6 316
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 40 2 2 7 225
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 39 0 1 10 102
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 2 31 2 2 10 120
Consistent ranking of multivariate volatility models 0 0 0 48 2 3 18 149
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 84 0 0 2 343
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 24 0 0 2 88
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 0 668 0 0 9 1,816
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 0 4 152
Econometrics 0 0 0 19 3 4 12 84
Estimation of temporally aggregated multivariate GARCH models 0 0 0 23 0 1 5 100
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 2 541 2 4 9 1,376
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 1 1 201 2 5 8 515
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 1 1 4 134
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 0 30 1 1 4 100
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 52 1 1 7 113
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 2 2 9 71
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 0 5 345
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 1 2 10 114
Multivariate GARCH models and their Estimation 0 0 0 0 1 4 18 506
Multivariate GARCH models: a survey 0 0 4 459 7 11 40 1,056
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 2 4 6 128
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 1 2 7 217
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 43 2 2 8 152
Multivariate mixed normal conditional heteroskedasticity 0 0 1 21 1 3 9 101
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 4 468
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 3 3 12 121
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 2 91 0 1 9 362
Nonparametric Density Estimation for Positive Time Series 0 0 0 107 2 2 10 327
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 0 1 112
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 0 2 44
Nonparametric density estimation for positive time series 0 0 0 29 3 3 11 123
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 145 1 3 11 460
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 2 70 3 4 15 197
On Marginal Likelihood Computation in Change-point Models 0 0 1 113 2 3 14 351
On marginal likelihood computation in change-point models 0 0 0 33 2 3 9 93
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 2 186 3 4 21 663
On the forecasting accuracy of multivariate GARCH models 0 2 6 103 2 8 30 214
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 47 2 2 13 128
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 32 2 4 17 103
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 2 9 18 61
Regime switching GARCH models 0 0 0 600 1 1 4 1,266
Regime switching GARCH models 0 0 1 74 1 2 8 232
Regime switching GARCH models 0 1 1 186 1 2 8 512
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 2 2 7 240
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 1 51 0 0 5 114
Semiparametric multivariate GARCH models 0 1 1 74 1 2 15 159
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 0 0 2 55
Semiparametric multivariate volatility models 0 0 0 15 0 0 4 86
Style rotation and performance persistence of mutual funds 0 0 2 58 2 2 10 199
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 10 356 3 6 48 626
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 1 2 15 102
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 1 2 13 118
Theory and Inference for a Markov-Switching GARCH Model 0 0 1 545 2 3 15 1,337
Theory and inference for a Markov switching GARCH model 0 0 0 128 0 0 9 320
Theory and inference for a Markov switching GARCH model 0 0 0 52 1 1 8 154
Theory and inference for a Markov switching Garch model 0 0 0 390 0 0 12 719
Total Working Papers 1 6 47 7,831 89 155 736 22,220


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 1 126
Bayesian Clustering of Many Garch Models 0 0 0 55 0 0 0 149
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 1 33 0 0 6 290
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 1 15 0 1 4 85
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 44 1 4 9 166
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 1 17 0 0 4 92
Multivariate GARCH models: a survey 8 17 40 1,682 16 39 140 3,449
Multivariate mixed normal conditional heteroskedasticity 0 0 0 50 0 0 4 129
Multivariate option pricing with time varying volatility and correlations 0 0 0 40 2 2 10 148
Nonparametric density estimation for positive time series 0 1 1 34 1 2 6 127
On loss functions and ranking forecasting performances of multivariate volatility models 0 1 5 87 2 7 24 299
On marginal likelihood computation in change-point models 0 0 0 10 0 1 6 57
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 2 108
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 14 0 1 4 72
Theory and inference for a Markov switching GARCH model 0 0 4 110 0 0 14 356
Total Journal Articles 8 19 53 2,276 22 57 234 5,653


Statistics updated 2020-09-04