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Search: person:"Rombouts, Jeroen V. K."
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English
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Rombouts, Jeroen V. K.
91
Rombouts, Jeroen V.K.
48
Bauwens, Luc
41
Bouezmarni, Taoufik
27
Stentoft, Lars
23
Violante, Francesco
17
Laurent, Sébastien
14
Preminger, Arie
13
Hafner, Christian M.
12
Taamouti, Abderrahim
12
ROMBOUTS, Jeroen V.K.
11
Dufays, Arnaud
10
BAUWENS, Luc
6
Bouaddi, Mohammed
6
ROMBOUTS, Jeroen V. K.
6
BOUEZMARNI, Taoufik
5
Koop, Gary
5
Korobilis, Dimitris
5
Mouchart, Michel
4
STENTOFT, Lars
3
Croux, Christophe
2
Meier, Iwan
2
Scaillet, Olivier
2
VIOLANTE, Francesco
2
Verbeek, Marno
2
Veredas, David
2
Zakoïan, Jean-Michel
2
BAUWENS, LUC
1
BOUADDI, Mohammed
1
DUFAYS, Arnaud
1
Delaigle, Aurore
1
KOOP, GARY
1
KOOP, Gary
1
KOROBILIS, DIMITRIS
1
KOROBILIS, Dimitris
1
LAURENT, Sebastien
1
LAURENT, Sébastien
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Li, Zhuo
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Luc, Luc
1
Meister, Alexander
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
18
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
12
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
9
School of Economics and Management, University of Aarhus
5
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
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Econometrisch Instituut <Rotterdam>
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Cahiers de recherche
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CORE discussion papers : DP
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9
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International journal of forecasting
5
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Computational Statistics & Data Analysis
3
Journal of Applied Econometrics
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Journal of banking & finance
3
The econometrics journal
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Econometric Institute research papers
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2
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
2
Journal of Business & Economic Statistics
2
Journal of Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Papers
2
Papers / Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
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Working papers / Department of Economics, Universidad Carlos III de Madrid
2
ERIM report series research in management
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Econometric Theory
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Econometrics Journal
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International Journal of Forecasting
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Journal of Banking & Finance
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Journal of Multivariate Analysis
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ECONIS (ZBW)
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RePEc
66
OLC EcoSci
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EconStor
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Other ZBW resources
1
Showing
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158
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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
Sparse change‐point VAR models
Dufays, Arnaud
;
Li, Zhuo
;
Rombouts, Jeroen V.K.
;
Song, Yong
- In:
Journal of Applied Econometrics
36
(
2021
)
6
,
pp. 703-727
Persistent link: https://www.econbiz.de/10012632825
Saved in:
3
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
4
Variance swap payoffs, risk premia and extreme market conditions
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011706023
Saved in:
5
Relevant parameter changes in structural break models
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 46-78
Persistent link: https://www.econbiz.de/10012482738
Saved in:
6
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
7
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
8
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
9
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
10
Lasso-based forecast combinations for forecasting realized variances
Wilms, I.
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011671077
Saved in:
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