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R

Roger J. A. Laeven

university of amsterdam

24H指数
152论文数
2.4K被引数
收录论文 12
发表时间
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Localizing Strictly Proper Scoring Rules严格适当评分规则的定位
errJournal of the American Statistical Association
IF3
err2025-12-01
err0
errOAAI
errde Punder, Ramon F. A.; Diks, Cees G. H.; Laeven, Roger J. A.; van Dijk, Dick J. C.
err分享
err收藏
Compound multivariate Hawkes processes: Large deviations and rare event simulation
errBernoulli
IF1.7
err2025-11-01
err0
PREAI
errKarim, Raviar S.; Laeven, Roger J. A.; Mandjes, Michel
err分享
err收藏
ROBIST: Robust optimization by iterative scenario sampling and statistical testingROBIST：通过迭代情景采样和统计检验的鲁棒优化
errComputers & Operations Research
IF4.3
err2025-09-02
err0
PREAI
errJustin Starreveld; Guanyu Jin; Dick den Hertog; Roger J.A. Laeven
err分享
err收藏
Estimating option pricing models using a characteristic function-based linear state space representation
errJOURNAL OF ECONOMETRICS
IF4
err2024-08-01
err0
errOAAI
errBoswijk, H. Peter; Laeven, Roger J. A.; Vladimirov, Evgenii
err分享
err收藏
Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2021-07-23
err2
errOAAI
errIkefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Yue, Yuan
err分享
err收藏
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-06-01
err11
errOAAI
errBellini, Fabio; Laeven, Roger J. A.; Gianin, Emanuela Rosazza
err分享
err收藏
Dependent microstructure noise and integrated volatility estimation from high-frequency data基于高频数据的相依微观结构噪声和综合波动率估计
errJOURNAL OF ECONOMETRICS
IF4
err2020-04-01
err9
errOAAI
errLi, Z. Merrick; Laeven, Roger J. A.; Vellekoop, Michel H.
err分享
err收藏
Expected utility and catastrophic risk in a stochastic economy-climate model
errJOURNAL OF ECONOMETRICS
IF4
err2020-01-01
err6
errOAAI
errIkefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Muris, Chris
err分享
err收藏
Consumption and Portfolio Choice under Internal Multiplicative Habit Formation
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-09-27
err6
PREAI
errvan Bilsen, Servaas; Bovenberg, A. Lans; Laeven, Roger J. A.
err分享
err收藏
Testing for self-excitation in jumps
errJOURNAL OF ECONOMETRICS
IF4
err2018-04-01
err24
PREAI
errBoswijk, H. Peter; Laeven, Roger J. A.; Yang, Xiye
err分享
err收藏
Estimation of the Continuous and Discontinuous Leverage Effects
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2017-08-07
err31
errOAAI
errAit-Sahalia, Yacine; Fan, Jianqing; Laeven, Roger J. A.; Wang, Christina Dan; Yang, Xiye
err分享
err收藏
Mutual excitation in Eurozone sovereign CDS
errJOURNAL OF ECONOMETRICS
IF4
err2014-12-01
err67
errOAAI
errAit-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
J
Jianqing Fan
H 指数: 101 · 论文数: 685
Y
Yacine Aı̈t-Sahalia
H 指数: 59 · 论文数: 222
A
A.L. Bovenberg
H 指数: 50 · 论文数: 831
J
Jan R. Magnus
H 指数: 42 · 论文数: 428
D
Dick den Hertog
H 指数: 40 · 论文数: 274
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