The following pages link to Jeroen V. K. Rombouts (Q528159):
Displaying 23 items.
- (Q250875) (redirect page) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- (Q961397) (redirect page) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Multivariate mixed normal conditional heteroskedasticity (Q1019987) (← links)
- Nonparametric density estimation for multivariate bounded data (Q1036713) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- On marginal likelihood computation in change-point models (Q1927122) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels (Q3535705) (← links)
- Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (Q3574747) (← links)
- Bayesian Clustering of Many Garch Models (Q5292354) (← links)
- Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)
- Estimation of temporally aggregated multivariate GARCH models (Q5433115) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)
- Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality (Q6666869) (← links)
