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person:"Rombouts, Jeroen V. K."
~subject:"Multivariate Analyse"
~subject:"Risikoprämie"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Rombouts, Jeroen V. K.
McAleer, Michael
66
Hafner, Christian M.
29
Chang, Chia-Lin
22
Herwartz, Helmut
19
Conrad, Christian
18
Asai, Manabu
17
Laurent, Sébastien
17
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Bauwens, Luc
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Bollerslev, Tim
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Lanne, Markku
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Shephard, Neil G.
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9
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9
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9
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9
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8
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ECONIS (ZBW)
19
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1
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
Saved in:
2
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:
3
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:
4
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
5
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
6
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
7
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003646288
Saved in:
8
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628635
Saved in:
9
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:
10
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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