Jeroen V. K. Rombouts

Finance · 2003–2010

A researcher in the Science corpus: 3 papers; trusts 44 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 61 citations into it; #6,260 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 55 citations into it; #13,601 of 23,481 by trust here, #14,051 by citations
• Statistics and Probability — 18 citations into it
• Management Science and Operations Research — 10 citations into it; #6,846 of 11,946 by trust here, #5,787 by citations

Whom Jeroen V. K. Rombouts trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. P. R. Hansen
3. Tim Bollerslev
4. Y. Tse
5. Ole E. Barndorff-Nielsen
6. Ken West
7. Halbert White
8. N. Shephard
9. Daniel B. Nelson
10. Adrian W. Bowman

Who trusts Jeroen V. K. Rombouts overall

1. Christian M. Hafner
2. Michael Mcaleer
3. D. Almeida
4. Anders Rahbek
5. Timo Teräsvirta
6. L. Pham
7. Sébastien-Yves Laurent
8. R. Pedersen
9. M. Hashem
10. Ulrich Oberndorfer

Papers from Jeroen V. K. Rombouts's perspective

Ordered by how strongly the researchers Jeroen V. K. Rombouts trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. Dynamic Conditional Correlation
4. A Reality Check for Data Snooping
5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
8. Asymptotic Inference about Predictive Ability
9. ANOVA for diffusions and Itô processes
10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers

• On the Forecasting Accuracy of Multivariate GARCH Models (2010) — 241 citations
• Nonparametric density estimation for multivariate bounded data (2007) — 104 citations
• Multivariate GARCH Models: A Survey (2003) — 2,161 citations