This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Jeroen Vk Rombouts

Personal Details | Affiliation | Works
This is information that was supplied by Jeroen Rombouts in registering through RePEc. If you are Jeroen Vk Rombouts , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


Personal Details

First Name: Jeroen
Middle Name: Vk
Last Name: Rombouts
Suffix:

RePEc Short-ID: pro399

Email:
Homepage:
http://neumann.hec.ca/pages/jeroen.rombouts/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," Economics Working Papers we083619, Universidad Carlos III, Departamento de Economía. [Downloadable!]

  2. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

  3. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

  4. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

  5. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

  6. Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2006007, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    Published as:

  7. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée. [Downloadable!]

  8. Luc Bauwens & Jeroen V.K. Rombouts, 2006. "Bayesian inference for the mixed conditional heteroskedasticity model," Cahiers de recherche 06-07, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

    Published as:

  9. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

  10. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels," Cahiers de recherche 06-16, HEC Montréal, Institut d'économie appliquée. [Downloadable!]

  11. Jeroen Rombouts & E.W. Rengifo, 2004. "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche 04-05, HEC Montréal, Institut d'économie appliquée. [Downloadable!]

  12. Luc Bauwens & Jeroen Rombouts, 2004. "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings 370, Econometric Society. [Downloadable!]

  13. Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    Other versions:

  14. L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts, 2002. "Multivariate GARCH models and their Estimation," Computing in Economics and Finance 2002 19, Society for Computational Economics.


Articles

  1. L. Bauwens & J. V. K. Rombouts, 2007. "Bayesian Clustering of Many Garch Models," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 365-386. [Downloadable!] (restricted)

  2. Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007. "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3551-3566, April. [Downloadable!] (restricted)
    Other versions:

  3. L. Bauwens & J.V.K. Rombouts, 2007. "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 408-425, 07. [Downloadable!] (restricted)
    Other versions:

  4. Hafner, Christian M. & Rombouts, Jeroen V.K., 2007. "Semiparametric Multivariate Volatility Models," Econometric Theory, Cambridge University Press, vol. 23(02), pages 251-280, January. [Downloadable!]

  5. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109. [Downloadable!]

  6. Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594. [Downloadable!] (restricted)


NEP Fields

22 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (14) 2004-12-02 2005-01-02 2006-03-25 2006-03-25 2006-03-25 2006-11-25 2006-12-09 2007-03-17 2007-09-09 2007-09-09 2007-09-09 2007-10-13 2008-02-16 2008-07-14 Author is listed
  2. NEP-ETS: Econometric Time Series (12) 2004-12-02 2005-01-02 2005-03-13 2006-03-25 2006-03-25 2006-03-25 2006-11-25 2006-12-09 2007-09-09 2007-09-30 2007-10-13 2008-03-01 Author is listed
  3. NEP-FIN: Finance (4) 2004-08-09 2004-12-02 2005-01-02 2005-03-13
  4. NEP-FMK: Financial Markets (3) 2007-09-09 2007-09-09 2007-10-13
  5. NEP-MST: Market Microstructure (1) 2006-12-09
  6. NEP-ORE: Operations Research (2) 2008-02-16 2008-03-01
  7. NEP-RMG: Risk Management (4) 2005-03-13 2005-11-19 2008-02-16 2008-03-01

Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal.

This page was last updated on 2008-8-24.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.