Citation profile for Jeroen Dalderop

Jeroen Dalderop : Citation Profile

University of Notre Dame

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Citations

RESEARCH PRODUCTION:

Articles

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:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda863
   Updated: 2024-11-08    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 (6)

Chen, Xiaohong (5)

Tauchen, George (4)

Bansal, Ravi (4)

Andersen, Torben (4)

Gallant, A. (4)

Xiu, Dacheng (4)

Hansen, Lars (3)

Engle, Robert (3)

Lo, Andrew (3)

Newey, Whitney (3)

Main data

Where Jeroen Dalderop has published?

Journals with more than one article published	# docs
Journal of Econometrics	2

Recent works citing Jeroen Dalderop (2024 and 2023)

Year	Title of citing document
2024	iCOS: 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
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