• Graduate Program
  • Research
  • Browse our Courses
  • Events
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Summer School
      • Deep Learning
      • Economics of Blockchain and Digital Currencies
      • Foundations of Machine Learning with Applications in Python
      • Marketing Research with Purpose
      • Modern Toolbox for Spatial and Functional Data
      • Sustainable Finance
      • Tuition Fees and Payment
      • Tinbergen Institute Summer School Program
    • Annual Tinbergen Institute Conference archive
  • News
  • Summer School
    • Deep Learning
    • Economics of Blockchain and Digital Currencies
    • Foundations of Machine Learning with Applications in Python
    • Marketing Research with Purpose
    • Modern Toolbox for Spatial and Functional Data
    • Sustainable Finance
  • Alumni
Home | People | Jeroen Dalderop
placeholder

Jeroen Dalderop

Research Fellow
University
University of Amsterdam
E-mail
j.w.p.dalderop@uva.nl
Research field
Data Science and Econometrics
Interests
Asset Pricing, Econometrics, Financial Econometrics, Time Series Econometrics
Website
Link to personal website

Biography

Jeroen's research lies at the intersection of econometrics, finance, and time series, with a focus on models that incorporate derivative prices and high-frequency data. His research has been published in leading field journals including the Journal of Econometrics.

Previously, he was an Assistant Professor in Economics at the University of Notre Dame, United States. He obtained his PhD in Economics in 2018 from the University of Cambridge, United Kingdom. At the Amsterdam School of Economics, he teaches courses in financial econometrics and mathematical and empirical finance.