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 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 3 5 152
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 2 14 17 312
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 0 6 12 377
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 4 9 160
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 2 5 81
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 0 7 15 161
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 0 5 13 618
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 4 8 161
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 0 2 6 256
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 2 2 3 197 6 14 21 516
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 1 7 14 459
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 1 1 47 0 14 21 164
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 0 0 3 208
Bayesian clustering of many GARCH models 0 0 0 43 0 3 4 124
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 1 3 5 239
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 5 6 329
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 0 0 4 110
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 0 1 5 112
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 1 6 8 142
Consistent ranking of multivariate volatility models 0 0 0 49 1 2 4 159
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 1 4 5 353
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 2 2 95
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 1 670 1 2 8 1,834
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 0 3 7 163
Econometrics 0 1 1 24 0 3 5 110
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 4 10 118
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 0 5 22 1,409
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 12 19 550
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 4 7 149
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 2 7 12 117
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 1 12 16 176
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 7 12 87
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 4 6 365
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 0 2 5 129
Multivariate GARCH models and their Estimation 0 0 0 0 0 3 4 532
Multivariate GARCH models: a survey 0 0 0 475 2 10 23 1,161
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 0 2 7 144
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 2 11 19 241
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 3 4 167
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 6 11 484
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 2 3 9 112
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 0 3 7 134
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 2 5 9 377
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 1 2 6 353
Nonparametric density estimation for multivariate bounded data 0 0 0 15 2 6 7 78
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 2 5 130
Nonparametric density estimation for positive time series 0 0 0 30 0 3 4 137
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 2 7 17 547
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 3 6 17 237
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 2 6 10 367
On marginal likelihood computation in change-point models 0 0 0 33 1 5 7 105
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 2 194 1 7 11 710
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 3 5 276
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 0 6 11 133
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 1 4 8 149
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 0 3 6 82
Regime switching GARCH models 0 1 3 191 0 8 24 556
Regime switching GARCH models 0 1 4 607 2 13 26 1,312
Regime switching GARCH models 0 1 2 82 2 8 12 276
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 0 6 8 124
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 0 4 8 252
Semiparametric multivariate GARCH models 0 0 1 76 0 2 5 171
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 1 6 7 65
Semiparametric multivariate volatility models 0 0 0 15 1 2 5 101
Style rotation and performance persistence of mutual funds 0 0 0 58 0 2 5 216
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 1 3 385 1 11 18 703
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 2 6 8 124
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 1 3 5 144
Theory and Inference for a Markov-Switching GARCH Model 0 0 1 553 0 11 20 1,374
Theory and inference for a Markov switching GARCH model 0 0 2 132 2 6 11 356
Theory and inference for a Markov switching GARCH model 0 0 0 54 3 9 14 175
Theory and inference for a Markov switching Garch model 0 0 0 391 0 2 7 739
Total Working Papers 3 8 26 8,002 56 385 719 24,064

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 8 13 146
Bayesian Clustering of Many Garch Models 0 0 0 57 2 7 10 167
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 2 7 9 308
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 0 6 7 110
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 5 11 186
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 1 6 8 106
Multivariate GARCH models: a survey 0 1 5 1,739 2 34 70 3,797
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 7 10 149
Multivariate option pricing with time varying volatility and correlations 0 0 2 48 1 6 17 186
Nonparametric density estimation for positive time series 0 0 1 36 0 5 13 148
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 2 5 14 387
On marginal likelihood computation in change-point models 0 1 1 12 0 4 5 73
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 3 3 116
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 2 7 10 85
Theory and inference for a Markov switching GARCH model 0 0 0 110 0 7 19 407
Total Journal Articles 0 2 9 2,373 13 117 219 6,371

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Statistics updated 2026-04-09