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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326701
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003311396
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Consistent ranking of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2009
Persistent link: https://www.econbiz.de/10003850918
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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
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Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10008907500
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003527551
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557225
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
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Bayesian clustering of many GARCH models
Bauwens, Luc; Rombouts, Jeroen V. K. - In: Econometric reviews 26 (2007) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10003509134