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Displaying 15 results.
    • Journal article
    Bayesian Clustering of Many Garch Models
    Bauwens, Luc[UCL] Rombouts, Jeroen (2007) Econometric Reviews — Vol. 26, no. 2-4, p. 365-386 (Mars 2007)
    • Journal article
    Multivariate mixed normal conditional heteroskedasticity
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen[UCL] (2007) Computational Statistics & Data Analysis — Vol. 51, no. 7, p. 3551-3566 (Avril 2007)
    • BookChapter
    Econometrics
    Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2004) Handbook of computational statistics : concepts and methods — [ISBN : 978-3-540-40464-4]
    • Journal article
    Multivariate GARCH models: a survey
    Bauwens, Luc[UCL] Laurent, Sébastien[UCL] Rombouts, Jeroen[UCL] (2006) Journal of Applied Econometrics — Vol. 21, no. 1, p. 79-109 (Janvier 2006)
    • Journal article
    Bayesian inference for the mixed conditional heteroskedasticity model
    Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2007) Econometrics Journal — Vol. 10, no. 2, p. 408-425 (Juillet 2007)
    • WorkingPaper
    Multivariate mixed normal conditional heteroskedasticity
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen (2006)
    • WorkingPaper
    Bayesian inference for the mixed conditional heteroskedasticity model
    Bauwens, Luc[UCL] Rombouts, Jeroen (2005)
    • WorkingPaper
    Bayesian clustering of many GARCH models
    Bauwens, Luc[UCL] Rombouts, Jeroen (2003)
    • WorkingPaper
    Regime switching GARCH models
    Bauwens, Luc[UCL] Preminger, Arie[UCL] Rombouts, Jeroen (2006)
    • WorkingPaper
    On marginal likelihood computation in change-point models
    Bauwens, Luc[UCL] Rombouts, Jeroen (2009)
    • WorkingPaper
    Theory and inference for a Markov switching GARCH model
    Bauwens, Luc Preminger, Arie[UCL] Rombouts, Jeroen (2007)
    • Journal article
    Marginal likelihood for Markov-switching and change-point GARCH models
    Bauwens, Luc[UCL] Dufays, Arnaud[UCL] Rombouts, Jeroen (2014) Journal of Econometrics — Vol. 178, Part 3, p. 508-522 (2014)
    • WorkingPaper
    Marginal likelihood for Markov-switching and change-point GARCH models
    Bauwens, Luc[UCL] Dufays, Arnaud[UCL] Rombouts, Jeroen (2011)
    • WorkingPaper
    A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
    Bauwens, Luc[UCL] Koop, Gary Rombouts, Jeroen[UCL] (2011)
    • Journal article
    Theory and inference for a Markov switching GARCH model
    Bauwens, Luc[UCL] Preminger, Arie[UCL] Rombouts, Jeroen[UCL] (2009) The Econometrics Journal — Vol. 13, no. 2, p. 218-244 (2010)