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person:"Rombouts, Jeroen V. K."
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Herwartz, Helmut"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
~type_genre:"Working Paper"
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Search: subject_exact:"GARCH model"
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Rombouts, Jeroen V. K.
Herwartz, Helmut
McAleer, Michael
Zakoïan, Jean-Michel
Bauwens, Luc
15
Hafner, Christian M.
9
Preminger, Arie
8
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4
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CORE discussion papers : DP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric Institute research papers
63
Discussion paper / Tinbergen Institute
30
Working paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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7
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ECONIS (ZBW)
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1
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
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/10009504878
Saved in:
3
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
4
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stent, Lars
-
2010
Persistent link: https://www.econbiz.de/10008648918
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/10003526672
Saved in:
6
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628635
Saved in:
7
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
8
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
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