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E (Evgenii) Vladimirov
Erasmus School of Economics
Assistant professor | Econometrics
Email
vladimirov@ese.eur.nl
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Publications
H. Peter Boswijk, Roger J.A. Laeven & Evgenii Vladimirov (2024) -
Estimating option pricing models using a characteristic function-based linear state space representation
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-
Journal of Econometrics, 244 (1)
- doi:
10.1016/j.jeconom.2024.105864
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[link]
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Teaching (4)
Financial Derivatives
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Year
2024
Course Code
FEM21011
Advanced Time Series Econometrics
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Year
2024
Course Code
FEM21038
Seminar Financial Case Studies
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Year
2024
Course Code
FEM21019
Time Series Econometrics for Macroeconom
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Year
2024
Course Code
FEM21044
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