1
H index
0
i10 index
4
Citations
Jeroen Dalderop : Citation Profile
University of Notre Dame | RESEARCH PRODUCTION: 2 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
5 years (2020 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jeroen Dalderop. | Is cited by:
| Cites to:
|
Main data
Where Jeroen Dalderop has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
Recent works citing Jeroen Dalderop (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | iCOS: Option-Implied COS Method. (2024). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943. Full description at Econpapers || Download paper |
| 2024 | Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000940. Full description at Econpapers || Download paper |
Works by Jeroen Dalderop:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Estimating a Density Ratio Model for Stock Market Risk and Option Demand In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Nonparametric filtering of conditional state-price densities In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2023 | Semiparametric estimation of latent variable asset pricing models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team