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Rombouts, Jeroen V. K.
9
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3
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2
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1
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1
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1
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Gold, inflation and exchange rate in dollarized economies : a comparative study of Turkey, Peru and the United States
Sui, Meng
;
Rengifo, Erick W.
;
Court, Eduardo
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 82-99
Persistent link: https://www.econbiz.de/10012627761
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2
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003646288
Saved in:
3
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
4
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:
5
Mixed exponential power asymmetric conditional heteroskedasticity
Rombouts, Jeroen V. K.
;
Bouaddi, Mohammed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009513576
Saved in:
6
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628635
Saved in:
7
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:
8
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:
9
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:
10
Root-T consistent density estimation in GARCH models
Delaigle, Aurore
;
Meister, Alexander
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011610662
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