Jeroen Dalderop : Citation Profile

University of Notre Dame

1

H index

0

i10 index

4

Citations

RESEARCH PRODUCTION:

2

Articles

1

Papers

RESEARCH ACTIVITY:

   4 years (2020 - 2024). See details.
   Cites by year: 1
   Journals where Jeroen Dalderop has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda863
   Updated: 2025-03-08    RAS profile: 2024-05-07    
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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:

Ait-Sahalia, Yacine (7)

Chen, Xiaohong (5)

Lo, Andrew (4)

Xiu, Dacheng (4)

Bansal, Ravi (4)

Tauchen, George (4)

Gallant, A. (4)

Andersen, Torben (4)

Engle, Robert (3)

Newey, Whitney (3)

Hansen, Lars (3)

Main data

Production by document typearticlepaper2020202120222023202400.511.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2020202120222023202401234Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2020202120222023202420250123Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year202020212022202320240246Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 1Most cited documents1230246Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250300.511.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jeroen Dalderop has published?

Journals with more than one article published# docs
Journal of Econometrics2

Recent works citing Jeroen Dalderop (2025 and 2024)

Year  ↓Title of citing document  ↓
2024iCOS: Option-Implied COS Method. (2023). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943.

Full description at Econpapers || Download paper

Works by Jeroen Dalderop:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024Estimating a Density Ratio Model for Stock Market Risk and Option Demand In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2020Nonparametric filtering of conditional state-price densities In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2023Semiparametric estimation of latent variable asset pricing models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team