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Browsing by Author « Rombouts, Jeroen V.K. »

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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

Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V.K.
Issue Date : 2011-11

Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
Bouaddi, Mohammed; Rombouts, Jeroen V.K.
Issue Date : 2007-12

Multivariate Option Pricing with Time Varying Volatility and Correlations
Rombouts, Jeroen V.K.; Stentoft, Lars
Issue Date : 2010-05

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

Nonparametric Density Estimation for Multivariate Bounded Data
Bouezmarni, Taoufik; Rombouts, Jeroen V.K.
Issue Date : 2007-10

On Marginal Likelihood Computation in Change-point Models
Bauwens, Luc; Rombouts, Jeroen V.K.
Issue Date : 2009-10

On the Forecasting Accuracy of Multivariate GARCH Models
Laurent, Sébastien; Rombouts, Jeroen V.K.; Violante, Francesco
Issue Date : 2010-05

Semiparametric Multivariate Density Estimation for Positive Data Using Copulas
Bouezmarni, Taoufik; Rombouts, Jeroen V.K.
Issue Date : 2007-10

Theory and Inference for a Markov-Switching GARCH Model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V.K.
Issue Date : 2007-10

Showing results 2 to 11 of 11

 

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