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Browsing by Author « Rombouts, Jeroen V.K. »
Showing results 8 to 11 of 11
| 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 8 to 11 of 11
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