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~person:"Rombouts, Jeroen V. K."
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Rombouts, Jeroen V. K.
McAleer, Michael
217
Chang, Chia-Lin
84
Gupta, Rangan
82
Ma, Feng
65
Bauwens, Luc
61
Caporale, Guglielmo Maria
61
Hafner, Christian M.
60
Engle, Robert F.
59
Teräsvirta, Timo
56
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52
Francq, Christian
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44
Karanasos, Menelaos
44
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43
Laurent, Sébastien
40
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39
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Schiereck, Dirk
33
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33
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Ardia, David
31
Linton, Oliver
29
Mittnik, Stefan
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Rahbek, Anders
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Neuenkirch, Matthias
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Saikkonen, Pentti
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Spagnolo, Nicola
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27
Degiannakis, Stavros
27
Huang, Zhuo
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ECONIS (ZBW)
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Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003646288
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2
Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002505827
Saved in:
3
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
4
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
Saved in:
5
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
6
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
7
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
8
Semiparametric multivarite volatility models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
- In:
Econometric theory
23
(
2007
)
2
,
pp. 251-280
Persistent link: https://www.econbiz.de/10003429716
Saved in:
9
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:
10
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
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