Publications

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2011

Bauwens, Luc; Rombouts, Jeroen V K

Econometrics, Handbook of Computational Statistics Journal Article

Handbook of Computational Statistics , pp. 1061-1094, 2011.

Abstract | Links | BibTeX | Tags: Econometrics , Statistics

Rombouts, Jeroen V K; Stentoft, Lars

Multivariate Option Pricing with Time Varying Volatility and Correlations Journal Article

Journal of Banking & Finance, Volume 35, Issue 9 , pp. 2267–2281, 2011.

Abstract | Links | BibTeX | Tags: Econometrics

2010

Bouezmarni, Taoufik; Rombouts, Jeroen V K

Nonparametric Density Estimation for Multivariate Bounded Data Journal Article

Journal of Statistical Planning and Inference, Volume 140, Issue 1, , pp. 139–152, 2010.

Abstract | Links | BibTeX | Tags: Econometrics

2007

Rombouts, Jeroen V K; Bouaddi, Mohammed

Mixed Exponential Power Asymmetric Conditional Heteroskedasticity Journal Article

Studies in Nonlinear Dynamics & Econometrics, Volume 13, Issue 3 , 2007, ISSN: 1558-3708.

Abstract | Links | BibTeX | Tags: Econometrics

Bauwens, Luc; Hafner, Christian M; Rombouts, Jeroen V K

Mixed Normal Multivariate Conditional Heteroskedasticity Journal Article

Computational Statistics & Data Analysis , Volume 51, Issue 7 , pp. Pages 3551–3566, 2007.

Abstract | Links | BibTeX | Tags: Econometrics

2006

Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V K

Multivariate GARCH models: a survey Journal Article

Journal of Applied Econometrics, 21, Issue 1 , pp. Pages 79-109, 2006.

Abstract | Links | BibTeX | Tags: Econometrics

 

 

 

 

 

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