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Browsing by Author « Rombouts, Jeroen V.K. »
Showing results 2 to 11 of 11
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models | Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; Rombouts, Jeroen V.K. | Issue Date : 2011-01 |
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Marginal Likelihood for Markov-Switching and Change-Point GARCH Models | Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V.K. | Issue Date : 2011-11 |
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Mixed Exponential Power Asymmetric Conditional Heteroskedasticity | Bouaddi, Mohammed; Rombouts, Jeroen V.K. | Issue Date : 2007-12 |
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Multivariate Option Pricing with Time Varying Volatility and Correlations | Rombouts, Jeroen V.K.; Stentoft, Lars | Issue Date : 2010-05 |
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A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality | Bouezmarni, Taoufik; Rombouts, Jeroen V.K.; Taamouti, Abderrahim | Issue Date : 2009-08 |
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Nonparametric Density Estimation for Multivariate Bounded Data | Bouezmarni, Taoufik; Rombouts, Jeroen V.K. | Issue Date : 2007-10 |
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On Marginal Likelihood Computation in Change-point Models | Bauwens, Luc; Rombouts, Jeroen V.K. | Issue Date : 2009-10 |
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On the Forecasting Accuracy of Multivariate GARCH Models | Laurent, Sébastien; Rombouts, Jeroen V.K.; Violante, Francesco | Issue Date : 2010-05 |
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Semiparametric Multivariate Density Estimation for Positive Data Using Copulas | Bouezmarni, Taoufik; Rombouts, Jeroen V.K. | Issue Date : 2007-10 |
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Theory and Inference for a Markov-Switching GARCH Model | Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V.K. | Issue Date : 2007-10 |
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Showing results 2 to 11 of 11
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