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41
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. 275-287
Persistent link: https://www.econbiz.de/10009657333
Saved in:
42
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:
43
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10008934763
Saved in:
44
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008907500
Saved in:
45
Mixed exponential power asymmetric conditional heteroskedasticity
Rombouts, Jeroen V. K.
;
Bouaddi, Mohammed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009513576
Saved in:
46
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:
47
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
48
Nonparametric density estimation for positive time series
Bouezmarni, Taoufik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003376143
Saved in:
49
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
50
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003326703
Saved in:
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