More information
Work
- H. Peter Boswijk, Roger J.A. Laeven & Evgenii Vladimirov (2024) - Estimating option pricing models using a characteristic function-based linear state space representation - Journal of Econometrics, 244 (1) - doi: 10.1016/j.jeconom.2024.105864 - [link]
Financial Derivatives
- Year
- 2025
- Course Code
- FEM21011
Seminar Financial Case Studies
- Year
- 2025
- Course Code
- FEM21019
Advanced Time Series Econometrics
- Year
- 2025
- Course Code
- FEM21038
Time Series Econometrics for Macroeconom
- Year
- 2025
- Course Code
- FEM21044
