On loss functions and ranking forecasting performances of multivariate volatility models von Laurent, Sébastien, Rombouts, Jeroen V.K., Violante, Francesco

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Multivariate GARCH models: a survey von Bauwens, Luc, Laurent, Sébastien, Rombouts, Jeroen V. K.

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The Contribution of Structural Break Models to Forecasting Macroeconomic Series von Bauwens, Luc, Koop, Gary, Korobilis, Dimitris, Rombouts, Jeroen V.K.

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On the forecasting accuracy of multivariate GARCH models von Laurent, Sébastien, Rombouts, Jeroen V. K., Violante, Francesco

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Dynamics of variance risk premia: A new model for disentangling the price of risk von Rombouts, Jeroen V.K., Stentoft, Lars, Violante, Francesco

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Relevant parameter changes in structural break models von Dufays, Arnaud, Rombouts, Jeroen V.K.

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Marginal likelihood for Markov-switching and change-point GARCH models von Bauwens, Luc, Dufays, Arnaud, Rombouts, Jeroen V.K.

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Sparse change‐point VAR models von Dufays, Arnaud, Li, Zhuo, Rombouts, Jeroen V.K., Song, Yong

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Multivariate option pricing with time varying volatility and correlations von Rombouts, Jeroen V.K., Stentoft, Lars

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Pricing individual stock options using both stock and market index information von Rombouts, Jeroen V.K., Stentoft, Lars, Violante, Francesco

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Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality von Bouezmarni, Taoufik, Rombouts, Jeroen V.K., Taamouti, Abderrahim

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Nonlinear financial econometrics JoE special issue introduction von Rombouts, Jeroen V.K., Scaillet, Olivier, Veredas, David, Zakoian, Jean-Michel

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Sparse Change-point HAR Models for Realized Variance von Dufays, Arnaud, Rombouts, Jeroen V. K.

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Theory and inference for a Markov switching GARCH model von Bauwens, Luc, Preminger, Arie, Rombouts, Jeroen V. K.

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Option pricing with asymmetric heteroskedastic normal mixture models von Rombouts, Jeroen V.K., Stentoft, Lars

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Nonparametric density estimation for multivariate bounded data von Bouezmarni, Taoufik, Rombouts, Jeroen V.K.

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A quantitative analysis of light‐driven charge transfer processes using voronoi partitioning of time dependent DFT‐derived electron densities von Rombouts, Jeroen A., Ehlers, Andreas W., Lammertsma, Koop

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Characteristic Contrast in Δfmin Maps of Organic Molecules Using Atomic Force Microscopy von van der Heijden, Nadine J, Hapala, Prokop, Rombouts, Jeroen A, van der Lit, Joost, Smith, Daniël, Mutombo, Pingo, Švec, Martin, Jelinek, Pavel, Swart, Ingmar

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Probing Zeolite Crystal Architecture and Structural Imperfections using Differently Sized Fluorescent Organic Probe Molecules von Hendriks, Frank C., Schmidt, Joel E., Rombouts, Jeroen A., Lammertsma, Koop, Bruijnincx, Pieter C. A., Weckhuysen, Bert M.

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Bayesian option pricing using mixed normal heteroskedasticity models von Rombouts, Jeroen V.K., Stentoft, Lars

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