Michel van der Wel

  • Fuglesangs Allé 4

    8210 Aarhus V

    Denmark

20132019

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  • 2016

    Dynamic Factor Models for the Volatility Surface

    Wel, M. V. D., Ozturk, S. R. & Dijk, D. V., 2016, Advances in Econometrics. Hillebrand, E. & Koopman, S. J. (eds.). Bingley: Emerald Group Publishing, Vol. 35. p. 127-174 48 p. (Advances in Econometrics, Vol. 35).

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review