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~person:"Rombouts, Jeroen V. K."
~subject:"Multivariate Analyse"
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Multivariate Analyse
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24
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24
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19
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19
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18
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English
18
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Rombouts, Jeroen V. K.
Backhaus, Klaus
31
McAleer, Michael
27
Hafner, Christian M.
20
Croux, Christophe
18
Erichson, Bernd
17
Greenacre, Michael J.
17
Härdle, Wolfgang
17
Schmid, Wolfgang
17
Weiber, Rolf
17
Hallin, Marc
16
Domański, Czesław
15
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14
Kapetanios, George
14
Asai, Manabu
13
Caporale, Guglielmo Maria
13
Caporin, Massimiliano
13
Gil-Alaña, Luis A.
13
Koopman, Siem Jan
13
Shephard, Neil G.
13
Marcellino, Massimiliano
12
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12
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11
DeSarbo, Wayne S.
11
Furman, Edward
11
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11
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11
Stentoft, Lars
11
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10
Cubadda, Gianluca
10
Hecq, Alain W. J.
10
Weihs, Claus
10
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9
Chen, Xiaohong
9
DeSarbo, Wayne
9
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9
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9
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9
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9
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2
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ECONIS (ZBW)
18
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1
Semiparametric multivariate density estimation for positive data using coplas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526639
Saved in:
2
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003527551
Saved in:
3
Semiparametric multivariate density estimation for positive data using copulas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557217
Saved in:
4
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557225
Saved in:
5
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
6
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
7
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
8
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
9
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
10
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
1
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