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person:"Rombouts, Jeroen V. K."
~subject:"Markov chain"
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Search: subject_exact:"GARCH model"
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Rombouts, Jeroen V. K.
Bauwens, Luc
16
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1
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
2
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
Saved in:
3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
4
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526672
Saved in:
5
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557221
Saved in:
6
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
7
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003538781
Saved in:
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