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1

Multivariate Garch Models: A Survey

Luc Bauwens, Sébastien Laurent and Jeroen V. K. Rombouts

Journal:

Journal of Applied Econometrics

Year:

2006

Language:

english

File:

PDF, 3.91 MB

english, 2006

2

Pricing individual stock options using both stock and market index information

Rombouts, Jeroen V.K., Stentoft, Lars, Violante, Francesco

Journal:

Journal of Banking & Finance

Year:

2020

File:

PDF, 2.84 MB

2020

3

Theory and inference for a Markov switching GARCH model

Luc Bauwens, Arie Preminger, Jeroen V. K. Rombouts

Journal:

The Econometrics Journal

Year:

2010

Language:

english

File:

PDF, 488 KB

english, 2010

4

Multivariate volatility forecasts for stock market indices

Wilms, Ines, Rombouts, Jeroen, Croux, Christophe

Journal:

International Journal of Forecasting

Year:

2020

File:

PDF, 1.48 MB

2020

5

Nonparametric density estimation for positive time series

Taoufik Bouezmarni, Jeroen V.K. Rombouts

Journal:

Computational Statistics & Data Analysis

Year:

2010

Language:

english

File:

PDF, 1.33 MB

english, 2010

6

Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

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

Journal:

Journal of Business and Economic Statistics

Year:

2012

Language:

english

File:

PDF, 286 KB

english, 2012

7

Density and hazard rate estimation for censored and α-mixing data using gamma kernels

Bouezmarni, Taoufik, Rombouts, Jeroen V.K.

Journal:

Journal of Nonparametric Statistics

Year:

2008

Language:

english

File:

PDF, 190 KB

english, 2008

8

Sparse Change-point HAR Models for Realized Variance

Dufays, Arnaud, Rombouts, Jeroen V. K.

Journal:

Econometric Reviews

Year:

2018

Language:

english

File:

PDF, 1.00 MB

english, 2018

9

Multivariate GARCH models: a survey

Luc Bauwens, Sébastien Laurent, Jeroen V. K. Rombouts

Journal:

Journal of Applied Econometrics

Year:

2006

Language:

english

File:

PDF, 246 KB

english, 2006

10

Nonparametric density estimation for multivariate bounded data

Taoufik Bouezmarni, Jeroen V.K. Rombouts

Journal:

Journal of Statistical Planning and Inference

Year:

2010

Language:

english

File:

PDF, 817 KB

english, 2010

11

On the forecasting accuracy of multivariate GARCH models

Sébastien Laurent, Jeroen V. K. Rombouts, Francesco Violante

Journal:

Journal of Applied Econometrics

Year:

2012

Language:

english

File:

PDF, 203 KB

english, 2012

12

Multivariate option pricing with time varying volatility and correlations

Jeroen V.K. Rombouts, Lars Stentoft

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 843 KB

english, 2011

13

Parahippocampal Activation during Successful Recognition of Words: A Self-Paced Event-Related fMRI Study

Sander M. Daselaar, Serge A.R.B. Rombouts, Dick J. Veltman, Jeroen G.W. Raaijmakers, Richard H.C. Lazeron, Cees Jonker

Journal:

Year:

2001

Language:

english

File:

PDF, 290 KB

english, 2001

14

A Describing Function Study of Saturated Quantization and Its Application to the Stability Analysis of Multi-Bit Sigma Delta Modulators

Rombouts, Pieter, De Bock, Maarten, De Maeyer, Jeroen, Weyten, Ludo

Journal:

IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications

Year:

2013

Language:

english

File:

PDF, 2.86 MB

english, 2013

15

On loss functions and ranking forecasting performances of multivariate volatility models

Laurent, Sébastien, Rombouts, Jeroen V.K., Violante, Francesco

Journal:

Journal of Econometrics

Year:

2013

Language:

english

File:

PDF, 584 KB

english, 2013

16

Evaluating portfolio Value-at-Risk using semi-parametric GARCH models

Rombouts, Jeroen V.K., Verbeek, Marno

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 337 KB

english, 2009

17

Fluorescent activated cell sorting: An effective approach to study dendritic cell subsets in human atherosclerotic plaques

Van Brussel, Ilse, Ammi, Rachid, Rombouts, Miche, Cools, Nathalie, Vercauteren, Sven R., De Roover, Dominique, Hendriks, Jeroen M.H., Lauwers, Patrick, Van Schil, Paul E., Schrijvers, Dorien M.

Journal:

Journal of Immunological Methods

Year:

2015

Language:

english

File:

PDF, 2.04 MB

english, 2015

18

A comprehensive analysis of resting state fMRI measures to classify individual patients with Alzheimer's disease

de Vos, Frank, Koini, Marisa, Schouten, Tijn M., Seiler, Stephan, van der Grond, Jeroen, Lechner, Anita, Schmidt, Reinhold, de Rooij, Mark, Rombouts, Serge A.R.B.

Journal:

Year:

2018

Language:

english

File:

PDF, 3.04 MB

english, 2018

19

Multivariate GARCH Models: A Survey

Bauwens, Luc, Laurent, Sebastien, Rombouts, Jeroen

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 302 KB

english, 2003

20

Variance swap payoffs, risk premia and extreme market conditions

Rombouts, Jeroen V.K., Stentoft, Lars, Violante, Francesco

Journal:

Econometrics and Statistics

Year:

2019

Language:

english

File:

PDF, 991 KB

english, 2019

21

In vitro digestibility of processed and fermented soya bean, cowpea and maize

Jeroen L Kiers, Robert M J Nout, Frans M Rombouts

Journal:

Journal of the Science of Food and Agriculture

Year:

2000

Language:

english

File:

PDF, 98 KB

english, 2000

22

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

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

Journal:

Journal of Multivariate Analysis

Year:

2010

Language:

english

File:

PDF, 964 KB

english, 2010

23

Nyquist-criterion based design of a CT -ADC with a reduced number of comparators

Jeroen De Maeye, Pieter Rombouts, Ludo Weyten

Journal:

Integration, the VLSI Journal

Year:

2009

Language:

english

File:

PDF, 584 KB

english, 2009

24

Synthesis and conformational analysis of Substance P antagonist analogues based on a 1,7-naphthyridine scaffold

Frederik J.R Rombouts, Jeroen Van den Bossche, Suzanne M Toppet, Frans Compernolle, Georges J Hoornaert

Journal:

Year:

2003

Language:

english

File:

PDF, 530 KB

english, 2003

25

On marginal likelihood computation in change-point models

Luc Bauwens, Jeroen V.K. Rombouts

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 336 KB

english, 2012

26

Clustered panel data models: an efficient approach for nowcasting from poor data

Michel Mouchart, Jeroen V.K. Rombouts

Journal:

International Journal of Forecasting

Year:

2005

Language:

english

File:

PDF, 223 KB

english, 2005

27

The Role of Cold-Shock Proteins in Low-Temperature Adaptation of Food-Related Bacteria

Jeroen A. Wouters, Frank M. Rombouts, Oscar P. Kuipers, Willem M. de Vos, T. Abee

Journal:

Systematic and Applied Microbiology

Year:

2000

Language:

english

File:

PDF, 4.52 MB

english, 2000

28

Imaging the default mode network in aging and dementia

Anne Hafkemeijer, Jeroen van der Grond, Serge A.R.B. Rombouts

Journal:

Biochimica et Biophysica Acta (BBA) - Molecular Basis of Disease

Year:

2012

Language:

english

File:

PDF, 1.92 MB

english, 2012

29

Ontogeny of the common carp (Cyprinus carpio L.) innate immune system

Heidi B.T. Huttenhuis, Anja J. Taverne-Thiele, Cláudia P.O. Grou, Jorrit Bergsma, Jeroen P.J. Saeij, Chihaya Nakayasu, Jan H.W.M. Rombout

Journal:

Developmental & Comparative Immunology

Year:

2006

Language:

english

File:

PDF, 944 KB

english, 2006

30

Aging affects both perceptual and lexical/semantic components of word stem priming: An event-related fMRI study

Sander M. Daselaar, Dick J. Veltman, Serge A.R.B. Rombouts, Jeroen G.W. Raaijmakers, Cees Jonker

Journal:

Neurobiology of Learning and Memory

Year:

2005

Language:

english

File:

PDF, 646 KB

english, 2005

31

Medial temporal lobe activity during semantic classification using a flexible fMRI design

Sander M Daselaar, Dick J Veltman, Serge A.R.B Rombouts, Jeroen G.W Raaijmakers, Richard H.C Lazeron, Cees Jonker

Journal:

Behavioural Brain Research

Year:

2002

Language:

english

File:

PDF, 1.44 MB

english, 2002

32

Deep processing activates the medial temporal lobe in young but not in old adults

Sander M. Daselaar, Dick J. Veltman, Serge A.R.B. Rombouts, Jeroen G.W. Raaijmakers, Cees Jonker

Journal:

Neurobiology of Aging

Year:

2003

Language:

english

File:

PDF, 103 KB

english, 2003

33

Similar network activated by young and old adults during the acquisition of a motor sequence

Sander M. Daselaar, Serge A.R.B. Rombouts, Dick J. Veltman, Jeroen G.W. Raaijmakers, Cees Jonker

Journal:

Neurobiology of Aging

Year:

2003

Language:

english

File:

PDF, 181 KB

english, 2003

34

Semantic categorization activates the parahippocampal region

Sander Daselaar, Serge Rombouts, Dick Veltman, Richard Lazeron, Jeroen Raaijmakers, Cees Jonker

Journal:

Year:

2001

Language:

english

File:

PDF, 294 KB

english, 2001

35

Bayesian option pricing using mixed normal heteroskedasticity models

Rombouts, Jeroen V.K., Stentoft, Lars

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 563 KB

english, 2014

36

Efficient Multibit Quantization in Continuous-Time $\Sigma \Delta$ Modulators

De Maeyer, Jeroen, Rombouts, Pieter, Weyten, Ludo

Journal:

IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications

Year:

2007

Language:

english

File:

PDF, 699 KB

english, 2007

37

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

Rombouts, Jeroen, Stentoft, Lars, Violante, Franceso

Journal:

International Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 772 KB

english, 2014

38

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

Bauwens, Luc, Dufays, Arnaud, Rombouts, Jeroen V.K.

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 997 KB

english, 2014

39

Reduced functional brain connectivity prior to and after disease onset in Huntington's disease

Dumas, Eve M., van den Bogaard, Simon J.A., Hart, Ellen P., Soeter, Roelof P., van Buchem, Mark A., van der Grond, Jeroen, Rombouts, Serge A.R.B., Roos, Raymund A.C.

Journal:

NeuroImage: Clinical

Year:

2013

Language:

english

File:

PDF, 840 KB

english, 2013

40

Synthesis and Photophysics of a Red-Light Absorbing Supramolecular Chromophore System

Rombouts, Jeroen A., Ravensbergen, Janneke, Frese, Raoul N., Kennis, John T. M., Ehlers, Andreas W., Slootweg, J. Chris, Ruijter, Eelco, Lammertsma, Koop, Orru, Romano V. A.

Journal:

Chemistry - A European Journal

Year:

2014

Language:

english

File:

PDF, 1.00 MB

english, 2014

41

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Bauwens, Luc, Koop, Gary, Korobilis, Dimitris, Rombouts, Jeroen V.K.

Journal:

Journal of Applied Econometrics

Year:

2015

Language:

english

File:

PDF, 252 KB

english, 2015

42

The Nyquist Criterion: A Useful Tool for the Robust Design of Continuous-Time $\Sigma\Delta$ Modulators

De Vuyst, Bart, Rombouts, Pieter, De Maeyer, Jeroen, Gielen, Georges

Journal:

IEEE Transactions on Circuits and Systems II: Express Briefs

Year:

2010

Language:

english

File:

PDF, 279 KB

english, 2010

43

Longitudinal resting state fMRI analysis in healthy controls and premanifest Huntington's disease gene carriers: A three-year follow-up study

Odish, Omar F.F., van den Berg-Huysmans, Annette A., van den Bogaard, Simon J.A., Dumas, Eve M., Hart, Ellen P., Rombouts, Serge A.R.B., van der Grond, Jeroen, Roos, Raymund A.C.

Journal:

Human Brain Mapping

Year:

2015

Language:

english

File:

PDF, 338 KB

english, 2015

44

Estimation of temporally aggregated multivariate GARCH models

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

Journal:

Journal of Statistical Computation and Simulation

Year:

2007

Language:

english

File:

PDF, 251 KB

english, 2007

45

Synthesis and Photophysics of a Red-Light Absorbing Supramolecular Chromophore System

Rombouts, Jeroen A., Ravensbergen, Janneke, Frese, Raoul N., Kennis, John T. M., Ehlers, Andreas W., Slootweg, J. Chris, Ruijter, Eelco, Lammertsma, Koop, Orru, Romano V. A.

Journal:

Chemistry - A European Journal

Year:

2014

Language:

english

File:

PDF, 2.39 MB

english, 2014

46

Cover Picture: Synthesis and Photophysics of a Red-Light Absorbing Supramolecular Chromophore System (Chem. Eur. J. 33/2014)

Rombouts, Jeroen A., Ravensbergen, Janneke, Frese, Raoul N., Kennis, John T. M., Ehlers, Andreas W., Slootweg, J. Chris, Ruijter, Eelco, Lammertsma, Koop, Orru, Romano V. A.

Journal:

Chemistry - A European Journal

Year:

2014

File:

PDF, 766 KB

2014

47

Comments on "Performance Analysis of a Hybrid Incremental and Cyclic A/D Conversion Principle

Rombouts, Pieter, De Maeyer, Jeroen, Weyten, Ludo

Journal:

IEEE Transactions on Circuits and Systems I: Regular Papers

Year:

2010

Language:

english

File:

PDF, 27 KB

english, 2010

48

Increased Functional Connectivity and Brain Atrophy in Elderly with Subjective Memory Complaints

Hafkemeijer, Anne, Altmann-Schneider, Irmhild, Oleksik, Anna M., van de Wiel, Lotte, Middelkoop, Huub A.M., van Buchem, Mark A., van der Grond, Jeroen, Rombouts, Serge A.R.B.

Journal:

Brain Connectivity

Year:

2013

Language:

english

File:

PDF, 840 KB

english, 2013

49

Associations between age and gray matter volume in anatomical brain networks in middle-aged to older adults

Hafkemeijer, Anne, Altmann-Schneider, Irmhild, de Craen, Anton J. M., Slagboom, P. Eline, van der Grond, Jeroen, Rombouts, Serge A. R. B.

Journal:

Year:

2014

Language:

english

File:

PDF, 430 KB

english, 2014

50

Option pricing with asymmetric heteroskedastic normal mixture models

Rombouts, Jeroen V.K., Stentoft, Lars

Journal:

International Journal of Forecasting

Year:

2015

Language:

english

File:

PDF, 697 KB

english, 2015