Publications

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2014

Rombouts, Jeroen V K; Stentoft, Lars

Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Journal Article

Computational Statistics & Data Analysis, Volume 76 , pp. 588–605, 2014.

Abstract | Links | BibTeX | Tags: Bayesian

2007

Bauwens, Luc; Rombouts, Jeroen V K

Bayesian Inference for the Mixed Conditional Heteroskedasticity Model Journal Article

The Econometrics Journal , Volume 10, Issue 2 , pp. Pages 408–425, 2007.

Abstract | Links | BibTeX | Tags: Bayesian

Bauwens, Luc; Rombouts, Jeroen V K

Bayesian Clustering of Many Garch Models Journal Article

Econometric Reviews , Volume 26, Issue 2-4 , 2007.

Abstract | Links | BibTeX | Tags: Bayesian

 

 

 

 

 

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