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Dr. J.W.P. (Jeroen) Dalderop

Faculty of Economics and Business
Section Quantitative Economics

Visiting address
  • Roetersstraat 11
Postal address
  • Postbus 15867
    1001 NJ Amsterdam
Contact details
  • Publications

    2026

    • Dalderop, J. W. P., & Linton, O. (2026). Estimating a Conditional Density Ratio Model for Asset Returns and Option Demand. Journal of Econometrics, 254.

    2023

    • Dalderop, J. W. P. (2023). Semiparametric estimation of latent variable asset pricing models. Journal of Econometrics, 236(1).

    2020

    • Dalderop, J. W. P. (2020). Nonparametric Filtering of Conditional State-Price Densities. Journal of Econometrics, 214(2).
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
    No ancillary activities