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Browsing by Author « Rombouts, Jeroen »
Showing results 5 to 8 of 8
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality | Bouezmarni, Taoufik; Rombouts, Jeroen; Taamouti, Abderrahim | Issue Date : 2009-06 |
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On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models | Laurent, Sébastien; Rombouts, Jeroen; Violente, Francesco | Issue Date : 2009-11 |
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Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models | Rombouts, Jeroen; Stentoft, Lars Peter | Issue Date : 2010-09 |
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The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options | Rombouts, Jeroen; Stentoft, Lars Peter; Violente, Francesco | Issue Date : 2012-02 |
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Showing results 5 to 8 of 8
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