Vijverberg C-P, W. Vijverberg and A. Seo “Cross-Sectional Dependence and Forecasting the Implied Volatility Surface Revisited,” work in progress.
Vijverberg C-P, W. Vijverberg and A. Seo “FX Option Volatility Surface, Strong Cross-Sectional Dependence and Filtering Lessons,” work in progress.
Vijverberg C-P, W. Vijverberg and A. Seo “FX Option Volatility Surface, Strong Cross-Sectional Dependence and Different Spatial Weights in a Spatial Model,” work in progress.
Vijverberg, C-P. C. “Is it Fear or is it Credt? An Analysis of Cyclical Behavior of Investment,” work in progress.
Vijverberg, C-P C. “Time-Varying Impulse Response in a Simple Time Deformation Model.”
Vijverberg, C-P C. “An Empirical Time Deformation Model and Asymmetric Cycles.”