Narrow search
Showing 1 - 10 of 13
Cover Image
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
Bouezmarni, Taoufik; Rombouts, Jeroen V.K.; Taamouti, … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 275-288
Persistent link: https://www.econbiz.de/10009976552
Cover Image
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/10010069891
Cover Image
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V.K.; Stentoft, Lars - In: Journal of banking & finance 35 (2011) 9, pp. 2267-2282
Persistent link: https://www.econbiz.de/10009177950
Cover Image
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. 218-245
Persistent link: https://www.econbiz.de/10008412174
Cover Image
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS
Hafner, Christian M.; Rombouts, Jeroen V.K. - In: Econometric theory 23 (2007) 2, pp. 251-280
Persistent link: https://www.econbiz.de/10007614046
Cover Image
Multivariate GARCH models: a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V.K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-110
Persistent link: https://www.econbiz.de/10006955386
Cover Image
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/10006958863
Cover Image
Copula-Based Regression Estimation and Inference
Noh, Hohsuk; Ghouch, Anouar El; Bouezmarni, Taoufik - In: Journal of the American Statistical Association : JASA 108 (2013) 502, pp. 676-688
Persistent link: https://www.econbiz.de/10010141622
Cover Image
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Bouezmarni, Taoufik; Scaillet, Olivier - In: Econometric theory 21 (2005) 2, pp. 390-412
Persistent link: https://www.econbiz.de/10006960161
Cover Image
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim - In: Journal of empirical finance 19 (2012) 2, pp. 292-309
Persistent link: https://www.econbiz.de/10009838600