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Accès à distance ? S'identifier sur le proxy UCLouvain | Saint-Louis

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Displaying 1 - 25 of 42 results.

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    • 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)
    • 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
    Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data
    Bouezmarni, Taoufik[UCL] Rombouts, Jeroen[UCL] Taamouti, Abderrahim (2010) Journal of Multivariate Analysis — Vol. 101, no. 1, p. 1-10 (2010)
    • 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
    Estimation of temporally aggregated multivariate GARCH models
    Hafner, Christian[UCL] Rombouts, Jeroen (2007) Journal of Statistical Computation and Simulation — Vol. 77, no. 8, p. 629-650 (Janvier 2007)
    • Journal article
    Nonparametric density estimation for multivariate bounded data
    Bouezmarni, Taoufik Rombouts, Jeroen[UCL] (2009) Journal of Statistical Planning and Inference — Vol. 140, no. 1, p. 139-152 (2010)
    • Journal article
    Clustered panel data models: an efficient approach for nowcasting from poor data
    Mouchart, Michel[UCL] Rombouts, Jeroen (2005) International Journal of Forecasting — Vol. 21, no. 3, p. 577-594 (2005)

Pages