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person:"Rombouts, Jeroen V. K."
~isPartOf:"CREATES research paper"
~person:"Francq, Christian"
~subject:"Markov-Kette"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatilität"
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Rombouts, Jeroen V. K.
Francq, Christian
Teräsvirta, Timo
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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/10009382620
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
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