Concepedia

Jeroen V.K. Rombouts

JV

33

Publications

3.4K

Citations

21

H-Index

2003

Active since

Affiliations

UCLouvain(Current)

Center for Interuniversity Research and Analysis on Organizations

École Supérieure des Sciences Économiques et Commerciales

CY Cergy Paris Université

Jeroen V.K. Rombouts is an author at UCLouvain specializing in business, statistics, and asset pricing.

Top concepts

BusinessStatisticsAsset PricingEngineeringVolatility ModelingMultivariate AnalysisEconometricsMultivariate Stochastic VolatilityFinanceForecasting

Publications per year

2003–2020

32

Publications

33

Multivariate GARCH models: a survey

Jeroen V.K. Rombouts · RePEc: Research Papers in Economics · 2K citations

Multivariate GARCH Models: A Survey

Luc Bauwens, Sébastien Laurent, Jeroen V.K. Rombouts · SSRN Electronic Journal · 2003 · 171 citations · Full text

On loss functions and ranking forecasting performances of multivariate volatility models

Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · Journal of Econometrics · 2012 · 141 citations · Full text

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +10

Marginal likelihood for Markov-switching and change-point GARCH models

Luc Bauwens, Arnaud Dufays, Jeroen V.K. Rombouts · Journal of Econometrics · 2013 · 99 citations

Engineering, Markov Kernel, Statistical Inference +4

Nonparametric density estimation for multivariate bounded data

Taoufik Bouezmarni, Jeroen V.K. Rombouts · Journal of Statistical Planning and Inference · 2009 · 77 citations

Density Estimation, Nonparametric Density Estimation, Statistical Inference +2

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