Enrique Ter Horst

• Ferrer, J, Malagon J, ter Horst E. (2023) – Does Climate Change News Matter? – Sustainability (ISSN 2071-1050). Leer más

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• mesz B, tedesco S, Reinoso F, ter Horst E, Molina G, Gunn L, Küssner M. (2023) – Marble melancholy: Using crossmodal correspondences of shapes, materials, and music to predict music-induced emotions – Frontiers in Psychology (ISSN 1664-1078). Leer más

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• ter Horst E, Garay U. (2022) – A Bayesian dynamic hedonic regression model for art prices. – Journal of Business Research (ISSN 0148-2963). Leer más

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• siqueira R, ter Horst E, Molina G, Gunn L, Reinoso F, Sezen B, Peña-Garcia N. (2022) – Branding in the Eye of the Storm: The Impact of Brand Ethical Behavior on Brand Commitment During the Covid-19 Crisis in a Latin American Country – Journal of Marketing Analytics (ISSN 20503318). Leer más

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• ter Horst E, Gunn L, Restrepo S. (2022) – Hierarchical Bayesian Classi cation Methods to Identify Topics by Journal Quartile with an Application in Biological Sciences. – Education for Information (ISSN 1875-8649). Leer más

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• Mantilla D, ter Horst E. (2021) – ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES – International Journal of Theoretical and Applied Finance (ISSN 0219-0249). Leer más

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• ter Horst E. (2021) – An examination of the role of brand commitment in the development of branding behavior among front-line employees in the Rrtail sector through the lens of an emerging economy – Journal of Open Innovation: Technology, Market, and Complexity (ISSN 21998531). Leer más

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• ter Horst E. (2021) – Assessment of Research Topic Prevalence by Journal Impact Quartile in Oral Health Sciences Using Bayesian Methods – SAGE Open (ISSN 2158-2440). Leer más

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• ter Horst E, Bautista R. (2021) – Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean – Entropy (ISSN 1099-4300). Leer más

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• ter Horst E. (2021) – Respecting Opposing Viewpoints through Debate and Discussion of Controversial Public Health Issues: A Double-Blinded Active Learning Design – College Teaching (ISSN 8756-7555). Leer más

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• ter Horst E. (2021) – Tail-Risk Tracking Error Estimation with Copulas and Implications for Portfolio Insurance – International Journal of Theoretical and Applied Finance (ISSN 0219-0249). Leer más

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• ter Horst E. (2021) – The Role of Brand Commitment in the Retail Sector: The Relation with Open Innovation – Journal of Open Innovation: Technology, Market, and Complexity (ISSN 21998531). Leer más

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• ter Horst E. (2020) – A 2020 perspective on “Spreading the word: How customer experience in a traditional retail setting influences consumer traditional and electronic word-of-mouth intention” – Electronic Commerce Research and Applications (ISSN 1567-4223).

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• ter Horst E. (2020) – A network analysis of research productivity by country, discipline, and wealth – PLoS ONE (ISSN 1932-6203). Leer más

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• Reinoso F, Gunn L, Molina G, Narumi T, Spence C, Suzuki Y, ter Horst E, Wagemans J. (2020) – A sprinkle of emotions vs a pinch of crossmodality: Towards globally meaningful sonic seasoning strategies for enhanced multisensory tasting experiences – Journal of Business Research (ISSN 0148-2963). Leer más

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• ter Horst E. (2020) – Associations between majors of graduating seniors and average SATs of incoming students within higher education in the U.S. – Heliyon (ISSN 2405-8440). Leer más

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• Reinoso F, Gunn L, ter Horst E, Spence C. (2020) – Blending emotions and crossmodality in sonic seasoning: Towards greater applicability in the design of multisensory food experiences (FC) – Foods (ISSN 2304-8158). Leer más

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• ter Horst E. (2020) – Extracting Pricing Densities for Weather Derivatives Pricing using the Maximum Entropy Method. – Journal of the Operational Research Society (ISSN 0160-5682). Leer más

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• ter Horst E. (2020) – Multilayer Network Analysis of Oil Linkages – The Econometrics Journal (ISSN 1368-4221). Leer más

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• ter Horst E. (2020) – sprinkle of emotions vs a pinch of crossmodality: Towards globally meaningful sonic seasoning strategies for enhanced multisensory tasting experiences. – Journal of Business Research (ISSN 0148-2963). Leer más

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• ter Horst E. (2019) – A Bayesian examination of the relationship of internal and external touchpoints in the customer experience process across various service environments – Journal of Retailing and Consumer Services (ISSN 0969-6989). Leer más

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• ter Horst E. (2019) – A Bayesian time varying approach to risk neutral density estimation – Journal of the Royal Statistical Society (ISSN 0952-8385). Leer más

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• ter Horst E. – A Micro-Based Model for World Oil Market

  Evento

• Gzyl H, Molina G, Ter E, ter Horst E. (2019) – A model-free, non-parametric method for density determination, with application to asset returns – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371). Leer más

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• Mantilla D, ter Horst E. (2019) – Assets’ Dependence Structure Implications for Portfolio Insurance Strategies – SSRN (ISSN 1556-5068). Leer más

  Otro

• ter Horst E. – Bayesian Inference in Stochastic Processes 11 Leer más

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• ter Horst E. (2019) – Informs Alio International Conference – Energy Economics (ISSN 0140-9883).

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• Gunn L, Molina G, Markossian T, ter Horst E. (2019) – Online Interest Regarding Gun Violence, Control and Purchases: An Endogenous Approach. – PLoS ONE (ISSN 1932-6203). Leer más

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• Mantilla D, ter Horst E, Molina G, Audeguil E. – Ponencia Paper en EFMA meetings 2019, Portugal Leer más

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• ter Horst E. (2019) – Spreading the Word: How Customer Experience in a Traditional Retail Setting Impacts: Traditional and Electronic Word-of-mouth Intention – Electronic Commerce Research and Applications (ISSN 1567-4223). Leer más

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• ter Horst E. – The 33rd NESS Symposium Leer más

  Evento

• ter Horst E. (2019) – Topics, Methods, and Trends in Economics, Finance, and Business Journals: A Content Analysis Enquiry – Heliyon (ISSN 2405-8440). Leer más

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• ter Horst E, Dakduk S. (2019) – What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign. – Journal of Information Science (ISSN 0165-5515). Leer más

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• ter Horst E. – A Bayesian time-varying approach to risk neutral density estimation

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• Gunn L, Gzyl H, Horst E, Ariza M, Molina G, ter Horst E. (2018) – Maximum entropy in the mean methods in propensity score matching for interval and noisy data – Communications in Statistics – Theory and Methods (ISSN 0361-0926). Leer más

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• ter Horst E. – Predicting instantaneous photosynthetic photon flux density for days with different degree of overall cloudiness: a bayesian nonparametric approach

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• ter Horst E. (2018) – Risk neutral measure determination from price ranges: Single period, discrete markets – Entropy (ISSN 1099-4300). Leer más

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• ter Horst E. (2017) – 2019 INFORMS ALIO INTERNATIONAL CONFERENCE – Energy Economics (ISSN 0140-9883). Leer más

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• ter Horst E. (2017) – A Micro-Based Model forWorld Oil Market – Energy Economics (ISSN 0140-9883). Leer más

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• Dakduk S, ter Horst E. (2017) – Customer Behavior in Electronic Commerce: A Bayesian Approach – Journal of Theoretical and Applied Electronic Commerce Research (ISSN 0718-1876).

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• ter Horst E. (2017) – Inferring probability densities from expert opinion – Applied Mathematical Modelling (ISSN 0307-904X).

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• ter Horst E. (2017) – Micro-Based Model for World Oil Market – Energy Economics (ISSN 0140-9883).

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• ter Horst E. (2017) – Nation Branding: Unvailing Factors that Affect the Image of Colombia from a Foreign Perspective. – Tourism Planning & Development (ISSN 2156-8316).

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• ter Horst E. – Timing Foreign Exchange Markets

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• ter Horst E. – World Oil Linkages

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• ter Horst E. – 9th Workshop on Bayesian Inference in Stochastic Processes

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• ter Horst E. (2016) – Bayesian Nonparametric Measurement of Hedge Fund Returns – Econometrics (ISSN 2225-1146).

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• ter Horst E. (2016) – Timing Foreign Exchange Markets – Econometrics (ISSN 2225-1146).

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• ter Horst E. (2015) – A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities – Bayesian Analysis (ISSN 1931-6690).

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• ter Horst E. (2015) – A spectral measure estimation problem in rheology – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371).

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• ter Horst E. (2015) – Application of the maximum entropy method in the mean to classification problems – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371).

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• ter Horst E. (2015) – Imagen país de Colombia desde la perspectiva extranjera – Arbor (ISSN 0210-1963).

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• ter Horst E. (2015) – Numerical determination of hitting time distributions from their Laplace transforms: One dimensional discusions – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371).

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• ter Horst E. (2015) – Statistical inference in structural credit risk models: Likelihood and Bayesian approaches – Journal of Financial Econometrics (ISSN 1479-8409).

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• ter Horst E. (2014) – A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean – Entropy (ISSN 1099-4300).

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• ter Horst E. (2014) – Discussion on a Tractable State-Space Model for Symmetric Positive-Definite Matrices – Bayesian Analysis (ISSN 1931-6690).

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• ter Horst E. – ISBA-George Box Research Workshop on Frontiers of Statistics

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• ter Horst E. – Term Structures of Implied Risk Neutral Densities

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• ter Horst E. – ESOBE

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• ter Horst E, Pombo C. – Midwest Finance Association Conference

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• ter Horst E. – “Timing Foreign Exchange Markets.” Royal Economic Society

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• ter Horst E. – BISP 7

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• ter Horst E. – Campus for Finance Research Conference 13

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• Malone S, ter Horst E. (2012) – Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets – Journal of Applied Econometrics (). Leer más

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• ter Horst E. – Seminar on Bayesian Inference in Econometrics and Statistics

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• ter Horst E. (2012) – Stochastic Volatility Models including open, close, high and low prices. – Quantitative Finance (ISSN 1469-7688).

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• ter Horst E. – Exchange Rate Fundamentals, Forecasting, and Speculation: Bayesian models in Black Markets

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• ter Horst E. (2011) – Measuring Expectations in Options Markets: An Application to the S&P500 Index – Quantitative Finance (ISSN 1469-7688).

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• ter Horst E. – DAGStat2010

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• ter Horst E. – HEC Paris, Finance and Statistics, Second Workshop

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• ter Horst E. – ISBIS-2010 International Symposium on Business and Industrial Statistics

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• ter Horst E. (2010) – Procesos Gaussianos en la Predicción de las Fluctuaciones de la Economía Mexicana

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• ter Horst E. – The Garch structural credit risk model: estimation, benchmarking, and application to the 2007-2008 credit crunch

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• ter Horst E. – Universidad de Elche, XXXVIII Simposio de la Asociación Españoola de Economía (November 2010).

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• ter Horst E. – Valencia International Meetings on Bayesian Statistics

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• ter Horst E. – 13 th International Congress on Insurance: Mathematics and Economics

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• ter Horst E. (2009) – Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models. – Applied Stochastic Models in Business and Industry (ISSN 1524-1904).

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• ter Horst E. – Measuring Expectations In Options Markets: An Application to the S&P500 Index

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• ter Horst E. (2009) – Noise Corrected Estimation: Filtering additive measurement noise – Journal of Probability and Statistics (ISSN 1687-952X).

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• ter Horst E. (2009) – Real Estate and Private Equity: A review of the diversification benefits and some recent developments – Journal of Alternative Investments (ISSN 1520-3255).

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• ter Horst E. – Stochastic Volatility Models including open, close, high and low prices

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• ter Horst E. – XVII Finance Forum IESE

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• ter Horst E. (2008) – Bayesian Dynamic Density Estimation – Bayesian Analysis (ISSN 1931-6690).

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• ter Horst E. – Bayesian Dynamic Density Estimation.

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• ter Horst E. – International Symposium on Business and Industrial Statistics with special emphasis on Quantitative Analytics for Banking, Finance and Insurance

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• ter Horst E. – Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models

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• ter Horst E. – Objective Bayes

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• ter Horst E. – Bayesian inference for Levy processes in option pricing

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• ter Horst E. – A Levy generalization of compound Poisson processes in finance. Theory & applications

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