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 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 3 8 155
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 3 20 315
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 88 1 6 16 383
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 1 1 60 0 2 10 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 5 10 86
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 1 8 23 169
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 0 4 17 622
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 0 1 6 257
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 2 10 163
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 2 197 1 2 22 518
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 1 4 18 463
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 1 47 1 3 23 167
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 1 3 209
Bayesian clustering of many GARCH models 0 0 0 43 0 5 9 129
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 3 6 113
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 4 10 333
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 1 4 9 243
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 0 1 6 113
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 0 1 9 143
Consistent ranking of multivariate volatility models 0 0 0 49 0 4 8 163
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 0 2 7 355
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 1 3 96
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 1 670 1 2 10 1,836
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 2 9 165
Econometrics 0 0 1 24 1 3 8 113
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 2 12 120
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 2 21 552
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 2 6 28 1,415
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 5 12 154
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 0 4 16 121
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 0 4 20 180
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 0 2 12 89
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 1 2 8 367
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 3 8 132
Multivariate GARCH models and their Estimation 0 0 0 0 0 1 4 533
Multivariate GARCH models: a survey 0 0 0 475 1 12 35 1,173
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 0 3 10 147
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 2 6 25 247
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 2 6 169
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 5 14 117
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 1 3 14 487
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 2 8 136
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 0 3 12 380
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 1 7 13 360
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 3 10 81
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 4 8 134
Nonparametric density estimation for positive time series 0 0 0 30 0 2 6 139
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 1 1 148 2 6 23 553
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 0 3 20 240
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 1 5 15 372
On marginal likelihood computation in change-point models 0 0 0 33 0 4 11 109
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 194 0 4 14 714
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 6 11 282
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 0 6 13 155
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 0 2 12 135
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 1 4 10 86
Regime switching GARCH models 0 0 2 82 0 2 13 278
Regime switching GARCH models 1 5 7 612 3 17 39 1,329
Regime switching GARCH models 0 0 2 191 0 2 24 558
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 3 11 127
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 0 4 11 256
Semiparametric multivariate GARCH models 0 0 1 76 0 2 7 173
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 0 2 9 67
Semiparametric multivariate volatility models 0 0 0 15 1 1 6 102
Style rotation and performance persistence of mutual funds 0 0 0 58 0 4 8 220
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 385 1 3 20 706
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 1 4 12 128
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 5 144
Theory and Inference for a Markov-Switching GARCH Model 0 1 2 554 1 6 25 1,380
Theory and inference for a Markov switching GARCH model 0 1 3 133 1 3 14 359
Theory and inference for a Markov switching GARCH model 0 1 1 55 0 6 19 181
Theory and inference for a Markov switching Garch model 0 0 0 391 1 2 9 741
Total Working Papers 1 10 30 8,012 29 262 953 24,326

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 13 146
Bayesian Clustering of Many Garch Models 0 0 0 57 0 5 15 172
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 4 13 312
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 0 2 9 112
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 1 1 48 0 3 14 189
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 1 6 14 112
Multivariate GARCH models: a survey 0 1 4 1,740 0 11 77 3,808
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 4 14 153
Multivariate option pricing with time varying volatility and correlations 0 0 0 48 0 4 18 190
Nonparametric density estimation for positive time series 1 1 2 37 3 5 17 153
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 2 6 19 393
On marginal likelihood computation in change-point models 0 0 1 12 0 3 8 76
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 2 5 118
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 1 5 15 90
Theory and inference for a Markov switching GARCH model 0 0 0 110 1 4 20 411
Total Journal Articles 1 3 8 2,376 8 64 271 6,435

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10