Department of Economics and Business Economics

Dynamic Factor Models for the Volatility Surface

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

  • Michel van der Wel
  • Sait R. Ozturk, Erasmus University Rotterdam, Netherlands
  • Dick van Dijk, Erasmus University Rotterdam, Netherlands
Original languageEnglish
Title of host publicationAdvances in Econometrics
EditorsEric Hillebrand, Siem Jan Koopman
Volume35
Place of publicationBingley
PublisherEmerald Group Publishing
Publication year2016
Pages127-174
ISBN (print)978-1-78560-353-2
DOIs
Publication statusPublished - 2016
SeriesAdvances in Econometrics
Volume35
ISSN0731-9053

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