Enrique ter Horst
Enrique ter Horst
Associate Professor in Finance, Universidad de los Andes (Uniandes)
Verified email at uniandes.edu.co
Cited by
Cited by
Bayesian dynamic density estimation
A Rodriguez, E Ter Horst
Bayesian Analysis 3 (2), 339-365, 2008
Stochastic volatility models including open, close, high and low prices
ET Horst, A Rodriguez, H Gzyl, G Molina
Quantitative Finance 12 (2), 199-212, 2012
Customer behavior in electronic commerce: a Bayesian approach
S Dakduk, E Ter Horst, Z Santalla, G Molina, J Malavé
Journal of theoretical and applied electronic commerce research 12 (2), 1-20, 2017
A micro-based model for world oil market
R Espinasa, E Ter Horst, SG Reyes, O Manzano, G Molina, R Rigobon
Energy Economics 66, 431-449, 2017
The Black market for dollars in Venezuela
SW Malone, E Ter Horst
Emerging Markets Finance and Trade 46 (5), 67-89, 2010
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
R Casarin, F Leisen, G Molina, E Ter Horst
Bayesian Analysis 10 (4), 791-819, 2015
Real estate and private equity: A review of the diversification benefits and some recent developments
U Garay, E Ter Horst
The Journal of Alternative Investments 11 (4), 90-101, 2009
Application of the method of maximum entropy in the mean to classification problems
H Gzyl, E Ter Horst, G Molina
Physica A: Statistical Mechanics and its Applications 437, 101-108, 2015
Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets
R Gramacy, SW Malone, ET Horst
Journal of applied econometrics 29 (1), 22-41, 2014
The GARCH Structural Credit Risk Model: Simulation Analysis and Application to the Bank CDS Market During the 2007-2008 Crisis
SW Malone, A Rodriguez, E ter Horst
Available at SSRN 1364473, 2009
Nation Branding: Unveiling Factors that Affect the Image of Colombia from a Foreign Perspective
L Echeverri, E ter Horst, G Molina, Z Mohamad
Tourism Planning & Development 16 (1), 1-21, 2019
Timing foreign exchange markets
SW Malone, RB Gramacy, E Ter Horst
Econometrics 4 (1), 15, 2016
Imagen país de Colombia desde la perspectiva extranjera
LM Echeverri Cañas, E Horst, JH Parra
Arbor, ISSN: 0210-1963 Vol. 191, No. 773 (2015), 2015
Spreading the word: how customer experience in a traditional retail setting influences consumer traditional and electronic word-of-mouth intention
JR Siqueira Jr, NG Peña, E ter Horst, G Molina
Electronic Commerce Research and Applications 37, 100870, 2019
Online interest regarding violent attacks, gun control, and gun purchase: A causal analysis
LH Gunn, E Ter Horst, TW Markossian, G Molina
PLoS one 13 (11), e0207924, 2018
Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
A Rodríguez, E Ter Horst, S Malone
Journal of Financial Econometrics 13 (4), 839-867, 2015
A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean
H Gzyl, E Ter Horst
Entropy 16 (2), 1123-1133, 2014
Measuring expectations in options markets: An application to the S&P500 index
A Rodriguez, E Horst
Quantitative Finance 11 (9), 1393-1405, 2011
Dynamic density estimation with financial applications
A Rodriguez, E Ter Horst
Bayesian Analysis 3, 339-366, 2008
The Garch structural credit risk model
S Malone, A Rodriguez, E ter Horst
Technical report, University of California, Santa Cruz, 2009
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