Jeroen V. K. Rombouts

Publication Activity (10 Years)

Years Active: 2007-2014
Publications (10 Years): 0

Top Topics

Information Criterion

Marginal Likelihood

Statistical Model

Top Venues

Comput. Stat. Data Anal.

Publications

Jeroen V. K. Rombouts, Lars Stentoft
Bayesian option pricing using mixed normal heteroskedasticity models. Comput. Stat. Data Anal. 76 (2014)
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
Luc Bauwens, Jeroen V. K. Rombouts
On marginal likelihood computation in change-point models. Comput. Stat. Data Anal. 56 (11) (2012)
Taoufik Bouezmarni, Jeroen V. K. Rombouts
Nonparametric density estimation for positive time series. Comput. Stat. Data Anal. 54 (2) (2010)
Taoufik Bouezmarni, Jeroen V. K. Rombouts, Abderrahim Taamouti
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data. J. Multivar. Anal. 101 (1) (2010)
Taoufik Bouezmarni, Jeroen V. K. Rombouts
Semiparametric multivariate density estimation for positive data using copulas. Comput. Stat. Data Anal. 53 (6) (2009)
L. Bauwens, C. M. Hafner, Jeroen V. K. Rombouts
Multivariate mixed normal conditional heteroskedasticity. Comput. Stat. Data Anal. 51 (7) (2007)