1
H index
0
i10 index
3
Citations
University of Notre Dame | 1 H index 0 i10 index 3 Citations RESEARCH PRODUCTION: 2 Articles 1 Papers RESEARCH ACTIVITY: 4 years (2020 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pda863 |
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: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 2 |
Year | Title of citing document |
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2024 | iCOS: Option-Implied COS Method. (2023). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 3 |
2023 | Semiparametric estimation of latent variable asset pricing models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team