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Clustered panel data models : an efficient approach for nowcasting from poor data
Mouchart, Michel; Rombouts, Jeroen V. K. - In: International journal of forecasting 21 (2005) 3, pp. 577-594
Persistent link: https://www.econbiz.de/10003006353
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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, Franceso - In: International journal of forecasting 30 (2013) 1, pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - In: International journal of forecasting 31 (2015) 3, pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
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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
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Correlation dynamics and international diversification benefits
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: International journal of forecasting 30 (2014) 3, pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
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Modeling undecided voters to forecast elections : from bandwagon behavior and the spiral of silence perspective
Liu, Yezheng; Ye, Chang; Sun, Jianshan; Jiang, Yuanchun; … - In: International journal of forecasting 37 (2021) 2, pp. 461-483
Persistent link: https://www.econbiz.de/10012792844