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Browsing by Author « Rombouts, Jeroen V.K. »
Showing results 1 to 11 of 11
| Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models | | Rombouts, Jeroen V.K.; Stentoft, Lars | | Issue Date : 2009-08 |
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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 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 1 to 11 of 11
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