Browsing All of EconStor by Author Boswijk, Herman Peter
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2019 | Adaptive Testing for Cointegration with Nonstationary Volatility | Boswijk, Herman Peter; Zu, Yang |
2021 | Jump contagion among stock market indices: Evidence from option markets | Boswijk, Herman Peter; Laeven, Roger J. A.; Lalu, Andrei; Vladimirov, Evgenii |
2025 | Semiparametric estimation of probability weighting functions implicit in option prices | Boswijk, Herman Peter; Dalderop, Jeroen; Laeven, Roger J. A.; Marijnen, Niels |