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2006
Rombouts, Jeroen
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Bauwens, Luc
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Bouezmarni, Taoufik
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Hafner, Christian
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Mouchart, Michel
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Preminger, Arie
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Rengifo, Erick
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2007
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2005
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2003
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9
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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
Semiparametric multivariate density estimation for positive data using copulas
Bouezmarni, Taoufik
[UCL]
Rombouts, Jeroen
(2007)
WorkingPaper
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick
[UCL]
Rombouts, Jeroen
(2004)
WorkingPaper
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
Preminger, Arie
[UCL]
Rombouts, Jeroen
(2007)
WorkingPaper
Semiparametric multivariate GARCH models
Hafner, Christian
[UCL]
Rombouts, Jeroen
(2003)
WorkingPaper
Clustered panel data models: an efficient approach for nowcasting from poor data
Mouchart, Michel
[UCL]
Rombouts, Jeroen
(2003)
WorkingPaper
Nonparametric density estimation for multivariate bounded data.
Bouezmarni, Taoufik
[UCL]
Rombouts, Jeroen
[UCL]
(2007)
WorkingPaper
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian
[UCL]
Rombouts, Jeroen
(2003)