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 1 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 2 3 149
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 1 4 7 371
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 2 3 3 298
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 3 4 5 156
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 2 3 4 79
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 5 7 9 154
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 4 8 8 613
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 2 3 4 254
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 1 4 4 157
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 0 1 195 2 5 9 502
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 4 6 7 452
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 46 4 5 7 150
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 1 121
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 1 2 6 110
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 0 1 1 324
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 2 2 2 236
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 1 3 4 111
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 1 2 2 136
Consistent ranking of multivariate volatility models 0 0 0 49 0 2 2 157
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 0 1 1 349
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 0 0 0 93
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 1 670 2 3 6 1,832
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 1 3 5 160
Econometrics 0 0 0 23 2 2 2 107
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 3 6 7 114
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 4 6 9 538
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 8 16 18 1,404
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 2 3 145
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 1 1 32 1 5 5 110
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 1 3 5 164
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 3 6 80
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 0 1 3 361
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 2 3 3 127
Multivariate GARCH models and their Estimation 0 0 0 0 0 0 1 529
Multivariate GARCH models: a survey 0 0 0 475 3 12 13 1,151
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 2 3 5 142
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 4 8 9 230
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 0 1 1 164
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 4 6 6 109
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 3 5 6 478
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 3 3 4 131
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 1 4 4 372
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 0 2 4 351
Nonparametric density estimation for multivariate bounded data 0 0 0 44 0 2 3 128
Nonparametric density estimation for multivariate bounded data 0 0 0 15 0 0 1 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 4 10 12 231
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 3 8 11 540
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 3 4 5 361
On marginal likelihood computation in change-point models 0 0 0 33 1 2 2 100
On the Forecasting Accuracy of Multivariate GARCH Models 0 1 2 194 1 3 4 703
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 2 3 273
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 1 2 4 145
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 1 4 5 127
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 1 1 3 79
Regime switching GARCH models 0 1 2 190 0 13 19 548
Regime switching GARCH models 0 0 3 606 1 6 13 1,299
Regime switching GARCH models 0 1 1 81 1 3 6 268
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 2 3 5 248
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 1 2 2 118
Semiparametric multivariate GARCH models 0 0 1 76 2 2 5 169
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 0 1 2 59
Semiparametric multivariate volatility models 0 0 0 15 1 3 3 99
Style rotation and performance persistence of mutual funds 0 0 0 58 2 2 6 214
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 1 2 384 3 4 9 692
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 1 2 2 118
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 2 2 2 141
Theory and Inference for a Markov-Switching GARCH Model 0 1 3 553 1 8 12 1,363
Theory and inference for a Markov switching GARCH model 1 2 2 132 3 4 5 350
Theory and inference for a Markov switching GARCH model 0 0 0 54 2 3 5 166
Theory and inference for a Markov switching Garch model 0 0 0 391 1 5 6 737
Total Working Papers 2 8 20 7,994 119 268 375 23,679

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 2 4 5 138
Bayesian Clustering of Many Garch Models 0 0 0 57 0 3 3 160
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 2 2 3 301
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 2 6 6 181
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 2 2 2 100
Multivariate GARCH models: a survey 0 0 4 1,738 13 27 39 3,763
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 3 4 142
Multivariate option pricing with time varying volatility and correlations 0 0 3 48 3 6 13 180
Nonparametric density estimation for positive time series 0 0 1 36 0 6 8 143
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 2 4 11 382
On marginal likelihood computation in change-point models 0 0 0 11 0 0 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 3 3 78
Theory and inference for a Markov switching GARCH model 0 0 0 110 1 8 17 400
Total Journal Articles 0 0 9 2,371 28 74 118 6,254

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Statistics updated 2026-01-09