Jeroen V. K. Rombouts

According to our database, Jeroen V. K. Rombouts authored at least 7 papers between 2007 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2014

Bayesian option pricing using mixed normal heteroskedasticity models.

Jeroen V. K. Rombouts, Lars Stentoft

Comput. Stat. Data Anal., 2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

2012

On marginal likelihood computation in change-point models.

Luc Bauwens, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2012

2010

Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data.

Taoufik Bouezmarni, Jeroen V. K. Rombouts, Abderrahim Taamouti

J. Multivar. Anal., 2010

Nonparametric density estimation for positive time series.

Taoufik Bouezmarni, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2010

2009

Semiparametric multivariate density estimation for positive data using copulas.

Taoufik Bouezmarni, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2009

2007

Multivariate mixed normal conditional heteroskedasticity.

Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2007