Artykuły udostępnione publicznie: - Jeroen VK RomboutsWięcej informacji
Niedostępne w żadnym miejscu: 2
Root-T consistent density estimation in GARCH models
A Delaigle, A Meister, J Rombouts
Journal of Econometrics 192 (1), 55-63, 2016
Upoważnienia: Australian Research Council
Pricing individual stock options using both stock and market index information
JVK Rombouts, L Stentoft, F Violante
Journal of Banking & Finance 111, 105727, 2020
Upoważnienia: Danish Council for Independent Research, Danish National Research Foundation …
Dostępne w jakimś miejscu: 11
Nonparametric copula-based test for conditional independence with applications to Granger causality
T Bouezmarni, JVK Rombouts, A Taamouti
Journal of Business & Economic Statistics 30 (2), 275-287, 2012
Upoważnienia: Government of Spain
The contribution of structural break models to forecasting macroeconomic series
L Bauwens, G Koop, D Korobilis, JVK Rombouts
Journal of Applied Econometrics 30 (4), 596-620, 2015
Upoważnienia: UK Economic and Social Research Council
Multivariate volatility forecasts for stock market indices
I Wilms, J Rombouts, C Croux
International Journal of Forecasting 37 (2), 484-499, 2021
Upoważnienia: European Commission
Bayesian option pricing using mixed normal heteroskedasticity models
JVK Rombouts, L Stentoft
Computational Statistics & Data Analysis 76, 588-605, 2014
Upoważnienia: Danish National Research Foundation
Option pricing with asymmetric heteroskedastic normal mixture models
JVK Rombouts, L Stentoft
International Journal of Forecasting 31 (3), 635-650, 2015
Upoważnienia: Danish National Research Foundation
Relevant parameter changes in structural break models
A Dufays, JVK Rombouts
Journal of Econometrics 217 (1), 46-78, 2020
Upoważnienia: National Fund for Scientific Research, Belgium, Social Sciences and …
Dynamics of variance risk premia: A new model for disentangling the price of risk
JVK Rombouts, L Stentoft, F Violante
Journal of Econometrics 217 (2), 312-334, 2020
Upoważnienia: Danish Council for Independent Research, Danish National Research Foundation …
Variance swap payoffs, risk premia and extreme market conditions
JVK Rombouts, L Stentoft, F Violante
Econometrics and Statistics 13, 106-124, 2020
Upoważnienia: Danish Council for Independent Research, Danish National Research Foundation …
Cross-temporal forecast reconciliation at digital platforms with machine learning
J Rombouts, M Ternes, I Wilms
International Journal of Forecasting 41 (1), 321-344, 2025
Upoważnienia: Netherlands Organisation for Scientific Research
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
YJ Hu, J Rombouts, I Wilms
Information Systems Research, 2024
Upoważnienia: Netherlands Organisation for Scientific Research
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
JVK Rombouts, L Stentoft, F Violante
Upoważnienia: Danish Council for Independent Research, Danish National Research Foundation
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