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Browsing by Author « Rombouts, Jeroen »
Showing results 1 to 8 of 8
| Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models | | Rombouts, Jeroen; Stentoft, Lars Peter | | Issue Date : 2009-05 |
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| A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models | | Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; Rombouts, Jeroen | | Issue Date : 2011-01 |
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| Marginal Likelihood for Markov-Switching and Change-Point Garch Models | | Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen | | Issue Date : 2011-11 |
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| Multivariate Option Pricing With Time Varying Volatility and Correlations | | Rombouts, Jeroen; Stentoft, Lars Peter | | 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; 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 1 to 8 of 8
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