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~type_genre:"Arbeitspapier"
~person:"Rombouts, Jeroen V. K."
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Rombouts, Jeroen V. K.
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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:
2
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:
3
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:
4
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
5
Semiparametric multivariate density estimation for positive data using coplas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526639
Saved in:
6
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003527551
Saved in:
7
Semiparametric multivariate density estimation for positive data using copulas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557217
Saved in:
8
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557225
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9
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003326703
Saved in:
10
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
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11
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
12
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297179
Saved in:
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