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1. • Journal article

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   Density and hazard rate estimation for censored and alpha-mixing data using gamma kernels

   Bouezmarni, Taoufik[UCL] Rombouts, Jeroen[UCL] (2008) Journal of Nonparametric Statistics — Vol. 20, no. 7, p. 627-643 (2008)
2. • Journal article

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   Bayesian Clustering of Many Garch Models

   Bauwens, Luc[UCL] Rombouts, Jeroen (2007) Econometric Reviews — Vol. 26, no. 2-4, p. 365-386 (Mars 2007)
3. • Journal article

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   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)
4. • BookChapter

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   Econometrics

   Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2004) Handbook of computational statistics : concepts and methods — [ISBN : 978-3-540-40464-4]
5. • Journal article

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   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)
6. • Journal article

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   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)
7. • Journal article

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   Evaluating portfolio Value-at-Risk using semi-parametric GARCH models

   Rombouts, Jeroen[UCL] Verbeek, Marno (2009) Quantitative Finance — Vol. 9, no. 6, p. 737-745 (2009)
8. • WorkingPaper

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   Multivariate mixed normal conditional heteroskedasticity

   Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen (2006)
9. • WorkingPaper

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   Bayesian inference for the mixed conditional heteroskedasticity model

   Bauwens, Luc[UCL] Rombouts, Jeroen (2005)
10. • WorkingPaper

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    Bayesian clustering of many GARCH models

    Bauwens, Luc[UCL] Rombouts, Jeroen (2003)
11. • WorkingPaper

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    Semiparametric multivariate density estimation for positive data using copulas

    Bouezmarni, Taoufik[UCL] Rombouts, Jeroen (2007)
12. • WorkingPaper

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    Regime switching GARCH models

    Bauwens, Luc[UCL] Preminger, Arie[UCL] Rombouts, Jeroen (2006)
13. • WorkingPaper

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    On marginal likelihood computation in change-point models

    Bauwens, Luc[UCL] Rombouts, Jeroen (2009)
14. • WorkingPaper

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    Dynamic optimal portfolio selection in a VaR framework

    Rengifo, Erick[UCL] Rombouts, Jeroen (2004)
15. • WorkingPaper

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    Theory and inference for a Markov switching GARCH model

    Bauwens, Luc Preminger, Arie[UCL] Rombouts, Jeroen (2007)
16. • WorkingPaper

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    Density and hazard rate estimation for censored and a-mixing data using gamma kernels

    Bouezmarni, Taoufik[UCL] Rombouts, Jeroen (2006)
17. • Journal article

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    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)
18. • WorkingPaper

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    Semiparametric multivariate GARCH models

    Hafner, Christian[UCL] Rombouts, Jeroen (2003)
19. • Journal article

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    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)
20. • WorkingPaper

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    Clustered panel data models: an efficient approach for nowcasting from poor data

    Mouchart, Michel[UCL] Rombouts, Jeroen (2003)
21. • Journal article

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    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)
22. • WorkingPaper

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    A nonparametric copula based test for conditional independence with applications to Granger causality

    Bouezmarni, Taoufik Rombouts, Jeroen Taamouti, Abderrahim (2009)
23. • WorkingPaper

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    Multivariate option pricing with time varying volatility and correlations

    Rombouts, Jeroen Stentoft, Lars (2010)
24. • WorkingPaper

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    Option pricing with asymmetric heteroskedastic normal mixture models

    Rombouts, Jeroen Stentoft, Lars (2010)
25. • WorkingPaper

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    Asymptotic properties of the Bernstein density copula for dependent data

    Bouezmarni, Taoufik Rombouts, Jeroen Taamouti, Abderrahim (2008)

Pages