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Publications by J. V. K. Rombouts
Appendix to 'The Contribution of Structural Break Models to Forecasting Macroeconomic Series'
SSRN Electronic Journal
Multivariate Option Pricing With Time Varying Volatility and Correlations
SSRN Electronic Journal
Multivariate Option Pricing With Time Varying Volatility and Correlations
SSRN Electronic Journal
A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
SSRN Electronic Journal
Sparse Change-Point Har Models for Realized Variance
SSRN Electronic Journal
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
SSRN Electronic Journal
