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 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 1 3 148
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 1 1 296
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 1 3 6 370
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 1 2 153
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 2 77
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 2 2 4 149
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 2 4 4 609
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 0 1 2 252
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 3 3 3 156
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 1 3 7 500
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 0 3 3 448
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 0 1 3 146
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 1 4 208
Bayesian clustering of many GARCH models 0 0 0 43 0 1 2 121
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 1 1 6 109
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 1 1 1 324
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 0 0 1 234
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 1 2 3 110
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 0 1 1 135
Consistent ranking of multivariate volatility models 0 0 0 49 1 2 2 157
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 1 1 1 349
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 0 1 93
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 1 670 1 2 4 1,830
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 1 3 4 159
Econometrics 0 0 0 23 0 0 0 105
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 3 3 4 111
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 2 5 534
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 7 8 10 1,396
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 2 2 3 145
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 1 1 1 32 3 4 4 109
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 1 2 4 163
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 2 5 79
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 1 3 361
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 1 1 125
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 1 529
Multivariate GARCH models: a survey 0 0 0 475 1 10 10 1,148
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 1 1 3 140
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 2 4 5 226
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 1 1 1 164
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 2 2 3 475
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 2 2 105
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 0 1 128
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 1 3 3 371
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 1 4 4 351
Nonparametric density estimation for multivariate bounded data 0 0 0 44 2 2 3 128
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 0 2 72
Nonparametric density estimation for positive time series 0 0 0 30 0 1 1 134
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 0 6 8 227
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 3 5 8 537
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 1 1 2 358
On marginal likelihood computation in change-point models 0 0 0 33 1 1 1 99
On the Forecasting Accuracy of Multivariate GARCH Models 1 1 2 194 2 2 3 702
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 2 3 273
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 3 3 4 126
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 0 1 3 144
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 0 1 2 78
Regime switching GARCH models 1 1 2 190 4 13 19 548
Regime switching GARCH models 1 1 1 81 1 2 6 267
Regime switching GARCH models 0 1 3 606 2 7 12 1,298
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 1 1 117
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 1 1 3 246
Semiparametric multivariate GARCH models 0 0 1 76 0 0 3 167
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 1 1 2 59
Semiparametric multivariate volatility models 0 0 0 15 2 2 2 98
Style rotation and performance persistence of mutual funds 0 0 0 58 0 0 4 212
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 383 1 2 7 689
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 0 1 1 117
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 0 139
Theory and Inference for a Markov-Switching GARCH Model 0 1 4 553 1 7 12 1,362
Theory and inference for a Markov switching GARCH model 0 0 1 54 1 1 5 164
Theory and inference for a Markov switching GARCH model 0 1 2 131 0 1 4 347
Theory and inference for a Markov switching Garch model 0 0 0 391 2 4 6 736
Total Working Papers 4 7 22 7,992 74 159 271 23,560

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 3 3 136
Bayesian Clustering of Many Garch Models 0 0 0 57 3 3 3 160
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 0 0 2 299
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 0 0 1 104
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 4 4 179
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 0 0 0 98
Multivariate GARCH models: a survey 0 1 4 1,738 9 15 30 3,750
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 1 3 4 142
Multivariate option pricing with time varying volatility and correlations 0 0 3 48 2 3 10 177
Nonparametric density estimation for positive time series 0 0 1 36 2 6 8 143
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 1 3 9 380
On marginal likelihood computation in change-point models 0 0 0 11 0 1 2 69
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 1 113
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 1 2 2 77
Theory and inference for a Markov switching GARCH model 0 0 0 110 5 7 17 399
Total Journal Articles 0 1 9 2,371 25 50 96 6,226

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Statistics updated 2025-12-06