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 2 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 3 4 8 155
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 88 5 8 17 382
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 2 9 19 314
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 3 10 161
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 5 5 10 86
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 6 9 21 167
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 2 4 15 620
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 1 1 7 257
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 2 3 10 163
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS 0 2 3 197 1 13 22 517
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 52 2 3 16 461
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 0 0 44 1 1 4 209
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models 0 1 1 47 1 6 21 165
Bayesian clustering of many GARCH models 0 0 0 43 4 4 8 128
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 14 2 2 5 112
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 63 4 5 10 333
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 41 3 4 8 242
Bayesian option pricing using mixed normal heteroskedasticity models 0 0 0 40 1 1 6 113
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 38 1 2 9 143
Consistent ranking of multivariate volatility models 0 0 0 49 3 4 7 162
Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels 0 0 0 85 1 2 6 354
Density and hazard rate estimation for censored and a-mixing data using gamma kernels 0 0 0 25 1 2 3 96
Dynamic Optimal Portfolio Selection in a VaR Framework 0 0 1 670 0 1 8 1,834
Dynamic optimal portfolio selection in a VaR framework 0 0 0 60 1 2 8 164
Econometrics 0 1 1 24 1 2 6 111
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 1 1 11 119
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 2 8 21 552
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 3 5 25 1,412
MIXED EXPONENTIAL POWER ASYMMETRIC CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 4 5 11 153
Marginal Likelihood for Markov-Switching and Change-Point Garch Models 0 0 1 32 2 9 14 119
Marginal Likelihood for Markov-switching and Change-point Garch Models 0 0 0 55 4 11 20 180
Marginal likelihood for Markov-switching and change-point GARCH models 0 0 0 13 1 5 13 88
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 57 1 1 7 366
Mixed exponential power asymmetric conditional heteroskedasticity 0 0 0 16 3 4 8 132
Multivariate GARCH models and their Estimation 0 0 0 0 0 1 4 532
Multivariate GARCH models: a survey 0 0 0 475 5 7 28 1,166
Multivariate Option Pricing With Time Varying Volatility and Correlations 0 0 0 26 3 3 10 147
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 46 2 2 6 169
Multivariate Option Pricing with Time Varying Volatility and Correlations 0 0 0 42 2 5 21 243
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 5 7 14 117
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 2 3 13 486
Multivariate option pricing with time varying volatility and correlations 0 0 0 33 1 1 8 135
Nonparametric Density Estimation for Multivariate Bounded Data 0 0 0 91 3 5 12 380
Nonparametric Density Estimation for Positive Time Series 0 0 0 111 2 3 8 355
Nonparametric density estimation for multivariate bounded data 0 0 0 15 3 6 10 81
Nonparametric density estimation for multivariate bounded data 0 0 0 44 3 4 8 133
Nonparametric density estimation for positive time series 0 0 0 30 2 2 6 139
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 72 3 6 20 240
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 1 1 1 148 4 9 21 551
On Marginal Likelihood Computation in Change-point Models 0 0 0 113 4 6 14 371
On marginal likelihood computation in change-point models 0 0 0 33 3 4 10 108
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 194 4 7 14 714
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 2 4 7 278
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 33 2 3 13 135
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models 0 0 0 49 4 6 12 153
Option pricing with asymmetric heteroskedastic normal mixture models 0 0 0 28 2 3 8 84
Regime switching GARCH models 0 0 4 607 5 11 30 1,317
Regime switching GARCH models 0 1 3 191 1 2 25 557
Regime switching GARCH models 0 1 2 82 2 7 14 278
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 85 2 2 10 254
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas 0 0 0 51 2 3 10 126
Semiparametric multivariate GARCH models 0 0 1 76 2 2 7 173
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 16 2 5 9 67
Semiparametric multivariate volatility models 0 0 0 15 0 1 5 101
Style rotation and performance persistence of mutual funds 0 0 0 58 2 3 6 218
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 385 2 6 19 705
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options 0 0 0 28 3 6 11 127
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 1 5 144
Theory and Inference for a Markov-Switching GARCH Model 1 1 2 554 4 9 24 1,378
Theory and inference for a Markov switching GARCH model 1 1 1 55 5 12 18 180
Theory and inference for a Markov switching GARCH model 1 1 3 133 2 5 13 358
Theory and inference for a Markov switching Garch model 0 0 0 391 1 2 8 740
Total Working Papers 4 11 29 8,006 173 325 885 24,237

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 3 13 146
Bayesian Clustering of Many Garch Models 0 0 0 57 5 9 15 172
Bayesian inference for the mixed conditional heteroskedasticity model 0 0 0 33 4 7 13 312
Clustered panel data models: an efficient approach for nowcasting from poor data 0 0 0 18 2 2 9 112
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 1 11 186
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity 0 0 0 18 4 5 12 110
Multivariate GARCH models: a survey 0 0 5 1,739 7 12 77 3,804
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 3 5 13 152
Multivariate option pricing with time varying volatility and correlations 0 0 2 48 3 5 20 189
Nonparametric density estimation for positive time series 0 0 1 36 1 1 14 149
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 2 4 16 389
On marginal likelihood computation in change-point models 0 1 1 12 2 6 7 75
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 2 2 5 118
Semiparametric multivariate density estimation for positive data using copulas 0 0 0 15 4 6 14 89
Theory and inference for a Markov switching GARCH model 0 0 0 110 2 3 21 409
Total Journal Articles 0 1 9 2,373 41 71 260 6,412

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Statistics updated 2026-05-06