1.The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options.

作　　者：Jeroen V.K. ROMBOUTS ;Lars STENTOFT ;Francesco VIOLANTE.

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2012 ;2012(1).

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：74852817

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

作　　者：Taoufik BOUEZMARNI ;Jeroen V.K. ROMBOUTS ;Abderrahim TAAMOUTI

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2009 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47263007

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3.On marginal likelihood computation in change-point models

作　　者：Luc BAUWENS ;Jeroen V.K. ROMBOUTS

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2009 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47263058

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4.Semiparametric multivariate density estimation for positive data using copulas.

作　　者：Taoufik BOUEZMARNI ;Jeroen V.K. ROMBOUTS

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2007 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004056

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5.Theory and inference for a Markov switching GARCH model.

作　　者：Luc BAUWENS, Arie PREMINGER ;Jeroen V.K. ROMBOUTS

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2007 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004057

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6.Nonparametric density estimation for multivariate bounded data

作　　者：Taoufik BOUEZMARNI ;Jeroen V.K. ROMBOUTS

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2007 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004067

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7.Mixed exponential power asymmetric conditional heteroskedasticity.

作　　者：Mohammed BOUADDI ;Jeroen V.K. ROMBOUTS

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2007 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004099

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8.Asymptotic properties of the Bernstein density copula for dependent data

作　　者：Taoufik BOUEZMARNI ;Jeroen V.K. ROMBOUTS ;Abderrahim TAAMOUTI

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2008 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004144

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9.Style rotation and performance persistence of mutual funds

作　　者：Iwan MEIER ;Jeroen V.K. ROMBOUTS

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2008 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004171

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10.Consistent ranking of multivariate volatility models

作　　者：Sébastien LAURENT ;Jeroen V.K. ROMBOUTS ;Francesco VIOLANTE

出　　处：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain. 2009 ;1.

出版社：Center for Operations Research and Econometrics (UCL), Louvain

文章 ID：47004185

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	2012	1篇
	2011	1篇
	2010	4篇
	2009	4篇
	2008	2篇

	Abderrahim TAAMOUTI	2篇
	Luc BAUWENS	2篇
	Dimitris KOROBILIS	1篇
	Francesco VIOLANTE.	1篇
	Gary KOOP	1篇
	Iwan MEIER	1篇
	Jeroen V.K. ROMBOUTS.	1篇
	Lars STENTOFT.	1篇
	Luc BAUWENS, Arie PREMINGER	1篇
	Mohammed BOUADDI	1篇

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	Jeroen V.K. ROMBOUTS	15篇
	Taoufik BOUEZMARNI	4篇
	Francesco VIOLANTE	3篇
	Lars STENTOFT	3篇
	Sébastien LAURENT	3篇