Boswijk, H.Peter, Laeven, RogerJ.A., Lalu, A. and Vladimirov, E. (2026). Jump Contagion among Stock Market Indices: Evidence from Option Markets Journal of the American Statistical Association.
Evgenii Vladimirov
University
Erasmus University Rotterdam
E-mail
Research field
Econometrics
Interests
Asset Pricing, Financial Econometrics, Time Series Econometrics
Website
Biography
Evgenii is an Assistant Professor at the Econometric Institute of Erasmus University Rotterdam. His research interests are in financial econometrics and option pricing, with a particular focus on developing new approaches for extracting information from option prices. Evgenii obtained his PhD in Econometrics from the University of Amsterdam and Tinbergen Institute.
List of publications
Boswijk, H.Peter, Laeven, RogerJ.A., Lalu, A. and Vladimirov, E. (2026). Jump Contagion among Stock Market Indices: Evidence from Option Markets Journal of the American Statistical Association.
Boswijk, H., Laeven, R. and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1).