Skip to contents Liu, Zhangxin Frank [Author] ; van der Heijden, Thijs [Other] Model-Free Risk-Neutral Moments and Proxies Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] van der Heijden, Thijs [Author] ; Zeng, Qi [Other]; Zhu, Yichao [Other] A Multi-Factor Model of Idiosyncratic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: 31st Australasian Finance and Banking Conference 2018 Heijden, Thijs van der [Author] Duration models, heterogeneous beliefs, and optimal trading Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tilburg: Tilburg Univ., 2011 Published in: Center for Economic Research: Dissertation Series CentER ; 282 Renault, Eric [Author] ; van der Heijden, Thijs [Other]; Werker, Bas J. M. [Other] Arbitrage Pricing Theory for Idiosyncratic Variance Factors Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Drost, Feike C. [Author] ; van der Heijden, Thijs [Other]; Werker, Bas J. M. [Other] The Option Value in Timing Derivative Trades Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Renault, Eric [Author] ; van der Heijden, Thijs [Other]; Werker, Bas J. M. [Other] The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Renaut, Eric [Author]; Heijden, Thijs van der [Author]; Werker, Bas J. M. [Author] Arbitrage pricing theory for idiosyncratic variance factors Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of financial econometrics ; 21(2023), 5 vom: Herbst, Seite 1403-1442 Dark, Jonathan [Author]; Gao, Xin [Author]; Heijden, Thijs van der [Author]; Nardari, Federico [Author] Forecasting variance swap payoffs Articles View online Schließen > Access ... to article via Wiley (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: The journal of futures markets ; 42(2022), 12 vom: Dez., Seite 2135-2164 Goncalves-Pinto, Luis [Author] ; Grundy, Bruce D. [Other]; Hameed, Allaudeen [Other]; van der Heijden, Thijs [Other]; Zhu, Yichao [Other] Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Dark, Jonathan; Gao, Xin; van der Heijden, Thijs; Nardari, Federico Forecasting variance swap payoffs Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2022 Published in: Journal of Futures Markets, 42 (2022) 12, Seite 2135-2164 van der Heijden, Thijs; Zeng, Qi; Zhu, Yichao A Multi-Factor Model of Idiosyncratic Volatility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2019 Published in: SSRN Electronic Journal (2019) Renault, Eric; van der Heijden, Thijs; Werker, Bas J. M. Arbitrage Pricing Theory for Idiosyncratic Variance Factors Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017) Renault, Eric; van der Heijden, Thijs; Werker, Bas J.M. The dynamic mixed hitting-time model for multiple transaction prices and times Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2014 Published in: Journal of Econometrics, 180 (2014) 2, Seite 233-250 Renault, Eric; van der Heijden, Thijs; Werker, Bas J. M. The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal (2012) van der Heijden, Thijs W. G.; Darhuber, Anton A.; van der Schoot, Paul Compound redistribution due to droplet evaporation on a thin polymeric film: Theory Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. AIP Publishing, 2019 Published in: Journal of Applied Physics, 126 (2019) 6 van der Heijden, Thijs W. G.; Darhuber, Anton A.; van der Schoot, Paul Macroscopic Model for Sessile Droplet Evaporation on a Flat Surface Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Chemical Society (ACS), 2018 Published in: Langmuir, 34 (2018) 41, Seite 12471-12481 Goncalves-Pinto, Luis; Grundy, Bruce D.; Hameed, Allaudeen; van der Heijden, Thijs; Zhu, Yichao Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute for Operations Research and the Management Sciences (INFORMS), 2020 Published in: Management Science, 66 (2020) 9, Seite 3903-3926 Drost, Feike C.; van der Heijden, Thijs; Werker, Bas J. M. The Option Value in Timing Derivative Trades Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015) Goncalves-Pinto, Luis; Grundy, Bruce D.; Hameed, Allaudeen; van der Heijden, Thijs; Zhu, Yichao Under Pressure: Identifying Temporary Stock Mispricing Using Option Markets Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015) Kusters, Remy; van der Heijden, Thijs; Kaoui, Badr; Harting, Jens; Storm, Cornelis Forced transport of deformable containers through narrow constrictions Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 2014 Published in: Physical Review E, 90 (2014) 3
Liu, Zhangxin Frank [Author] ; van der Heijden, Thijs [Other] Model-Free Risk-Neutral Moments and Proxies Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
van der Heijden, Thijs [Author] ; Zeng, Qi [Other]; Zhu, Yichao [Other] A Multi-Factor Model of Idiosyncratic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: 31st Australasian Finance and Banking Conference 2018
Heijden, Thijs van der [Author] Duration models, heterogeneous beliefs, and optimal trading Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tilburg: Tilburg Univ., 2011 Published in: Center for Economic Research: Dissertation Series CentER ; 282
Renault, Eric [Author] ; van der Heijden, Thijs [Other]; Werker, Bas J. M. [Other] Arbitrage Pricing Theory for Idiosyncratic Variance Factors Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Drost, Feike C. [Author] ; van der Heijden, Thijs [Other]; Werker, Bas J. M. [Other] The Option Value in Timing Derivative Trades Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Renault, Eric [Author] ; van der Heijden, Thijs [Other]; Werker, Bas J. M. [Other] The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Renaut, Eric [Author]; Heijden, Thijs van der [Author]; Werker, Bas J. M. [Author] Arbitrage pricing theory for idiosyncratic variance factors Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of financial econometrics ; 21(2023), 5 vom: Herbst, Seite 1403-1442
> Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible)
Dark, Jonathan [Author]; Gao, Xin [Author]; Heijden, Thijs van der [Author]; Nardari, Federico [Author] Forecasting variance swap payoffs Articles View online Schließen > Access ... to article via Wiley (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: The journal of futures markets ; 42(2022), 12 vom: Dez., Seite 2135-2164
Goncalves-Pinto, Luis [Author] ; Grundy, Bruce D. [Other]; Hameed, Allaudeen [Other]; van der Heijden, Thijs [Other]; Zhu, Yichao [Other] Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Dark, Jonathan; Gao, Xin; van der Heijden, Thijs; Nardari, Federico Forecasting variance swap payoffs Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2022 Published in: Journal of Futures Markets, 42 (2022) 12, Seite 2135-2164
van der Heijden, Thijs; Zeng, Qi; Zhu, Yichao A Multi-Factor Model of Idiosyncratic Volatility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2019 Published in: SSRN Electronic Journal (2019)
Renault, Eric; van der Heijden, Thijs; Werker, Bas J. M. Arbitrage Pricing Theory for Idiosyncratic Variance Factors Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017)
Renault, Eric; van der Heijden, Thijs; Werker, Bas J.M. The dynamic mixed hitting-time model for multiple transaction prices and times Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2014 Published in: Journal of Econometrics, 180 (2014) 2, Seite 233-250
Renault, Eric; van der Heijden, Thijs; Werker, Bas J. M. The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal (2012)
van der Heijden, Thijs W. G.; Darhuber, Anton A.; van der Schoot, Paul Compound redistribution due to droplet evaporation on a thin polymeric film: Theory Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. AIP Publishing, 2019 Published in: Journal of Applied Physics, 126 (2019) 6
van der Heijden, Thijs W. G.; Darhuber, Anton A.; van der Schoot, Paul Macroscopic Model for Sessile Droplet Evaporation on a Flat Surface Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Chemical Society (ACS), 2018 Published in: Langmuir, 34 (2018) 41, Seite 12471-12481
Goncalves-Pinto, Luis; Grundy, Bruce D.; Hameed, Allaudeen; van der Heijden, Thijs; Zhu, Yichao Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute for Operations Research and the Management Sciences (INFORMS), 2020 Published in: Management Science, 66 (2020) 9, Seite 3903-3926
Drost, Feike C.; van der Heijden, Thijs; Werker, Bas J. M. The Option Value in Timing Derivative Trades Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015)
Goncalves-Pinto, Luis; Grundy, Bruce D.; Hameed, Allaudeen; van der Heijden, Thijs; Zhu, Yichao Under Pressure: Identifying Temporary Stock Mispricing Using Option Markets Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015)
Kusters, Remy; van der Heijden, Thijs; Kaoui, Badr; Harting, Jens; Storm, Cornelis Forced transport of deformable containers through narrow constrictions Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 2014 Published in: Physical Review E, 90 (2014) 3
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