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~person:"Rombouts, Jeroen V. K."
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
ARCH-Modell
7
Bayesian inference
7
Markov chain
7
Markov-Kette
7
Theorie
4
Theory
4
Time series analysis
3
Zeitreihenanalyse
3
Change-point model
1
Estimation
1
GARCH
1
Induktive Statistik
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Marginal likelihood
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Markov-switching model
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Particle MCMC
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Collection of articles written by one author
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Rombouts, Jeroen V. K.
Casarin, Roberto
26
Dijk, Herman K. van
20
Tsionas, Efthymios G.
18
Bauwens, Luc
16
Billio, Monica
16
Gupta, Rangan
15
Ravazzolo, Francesco
15
Dijk, Dick van
13
Lütkepohl, Helmut
13
Paap, Richard
13
Dufays, Arnaud
12
Martin, Gael M.
12
Forbes, Catherine Scipione
11
Kaufmann, Sylvia
10
Kohn, Robert
10
Koop, Gary
10
Meitz, Mika
10
Saikkonen, Pentti
10
Kneib, Thomas
9
Lee, Hsiang-Tai
9
Amisano, Gianni
8
Leon-Gonzalez, Roberto
8
Li, Yong
8
Netšunajev, Aleksei
8
Balcilar, Mehmet
7
Chen, Cathy W. S.
7
Chib, Siddhartha
7
Frühwirth-Schnatter, Sylvia
7
Hoogerheide, Lennart
7
Ma, Feng
7
Nakatsuma, Teruo
7
Otranto, Edoardo
7
Yu, Jun
7
Chang, Kuang-Liang
6
Fischer, Manfred M.
6
Gerlach, Richard
6
Korobilis, Dimitris
6
Maheu, John M.
6
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The econometrics journal
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ECONIS (ZBW)
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1
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:
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/10009382620
Saved in:
3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
4
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:
5
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557221
Saved in:
6
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. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
7
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003538781
Saved in:
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