Enrique Alejandro Ter Horst

Facultad de Administración

Email: ea.terhorst@uniandes.edu.co

Extensión 1156

Ubicación SD_947

Academic Background

  • Ph.D in Statistics and Decision Sciences

Doctoral degree

Duke University (ISDS). United States 2003

  • Master in Statistics and Decision Sciences

Master degree

Duke University (ISDS). United States 2001

  • Master in Finance

Master degree

Université de Strasbourg. France. 1999

  • B.Sc. in Econometrics

Bachelor degree

Université de Strasbourg. France. 1998

 Area

  • Finance
down Curriculum Vitae  

Research interests

Quantitative Finance, Risk, Valuation, Derivatives, Bayesian Methods, Artificial Intelligence

 

 

 

 

 



A 2020 perspective on “Spreading the word: How customer experience in a traditional retail setting influences consumer traditional and electronic word-of-mouth intention”

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) 1 (-), pp. 1-3.

2020


Multilayer Network Analysis of Oil Linkages

ter Horst E. (2020) Multilayer Network Analysis of Oil Linkages . The Econometrics Journal (ISSN 1368-4221) 1 (-), pp. 1-44.

2020


A model-free, non-parametric method for density determination, with application to asset returns

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) 517 (1), pp. 210-221.

2019


Informs Alio International Conference

ter Horst E. (2019) Informs Alio International Conference. Energy Economics (ISSN 0140-9883) 66 (-), pp. 431-449.

2019


Online Interest Regarding Gun Violence, Control and Purchases: An Endogenous Approach.

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) 11 (13), pp. 1-15.

2019


Spreading the Word: How Customer Experience in a Traditional Retail Setting Impacts: Traditional and Electronic Word-of-mouth Intention

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) 37 (-), pp. 1-40.

2019


Topics, Methods, and Trends in Economics, Finance, and Business Journals: A Content Analysis Enquiry

ter Horst E. (2019) Topics, Methods, and Trends in Economics, Finance, and Business Journals: A Content Analysis Enquiry. Heliyon (ISSN 2405-8440) 4 (-), pp. 1-30.

2019


What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign.

ter Horst E. (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) 1 (-), pp. 1-20.

2019


A Bayesian time varying approach to risk neutral density estimation.

ter Horst E. (2018) A Bayesian time varying approach to risk neutral density estimation.. Journal of the Royal Statistical Society (ISSN 0952-8385) 182 (-), pp. 165-195.

2018


Maximum entropy in the mean methods in propensity score matching for interval and noisy data

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) 1 (-), pp. 1-17.

2018


Risk neutral measure determination from price ranges: Single period, discrete markets

ter Horst E. (2018) Risk neutral measure determination from price ranges: Single period, discrete markets. Entropy (ISSN 1099-4300) 1 (-), pp. 1-14.

2018


2019 INFORMS ALIO INTERNATIONAL CONFERENCE

ter Horst E. (2017) 2019 INFORMS ALIO INTERNATIONAL CONFERENCE. Energy Economics (ISSN 0140-9883) 66 (-), pp. 431-449.

2017


A Micro-Based Model forWorld Oil Market

ter Horst E. (2017) A Micro-Based Model forWorld Oil Market. Energy Economics (ISSN 0140-9883) 66 (-), pp. 431-449.

2017


Customer Behavior in Electronic Commerce: A Bayesian Approach

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) 12 (2), pp. 1-20.

2017


Inferring probability densities from expert opinion

ter Horst E. (2017) Inferring probability densities from expert opinion. Applied Mathematical Modelling (ISSN 0307-904X) 43 (-), pp. 306-320.

2017


Micro-Based Model for World Oil Market

ter Horst E. (2017) Micro-Based Model for World Oil Market. Energy Economics (ISSN 0140-9883) 66 (-), pp. 431-449.

2017


Nation Branding: Unvailing Factors that Affect the Image of Colombia from a Foreign Perspective.

ter Horst E. (2017) Nation Branding: Unvailing Factors that Affect the Image of Colombia from a Foreign Perspective.. Tourism Planning & Development (ISSN 2156-8316) - (-), pp. 1-21.

2017


Bayesian Nonparametric Measurement of Hedge Fund Returns

ter Horst E. (2016) Bayesian Nonparametric Measurement of Hedge Fund Returns. Econometrics (ISSN 2225-1146) 4 (1), pp. 13--.

2016


Timing Foreign Exchange Markets

ter Horst E. (2016) Timing Foreign Exchange Markets. Econometrics (ISSN 2225-1146) 4 (1), pp. 15--.

2016


A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities

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) 10 (-), pp. 791-819.

2015


A spectral measure estimation problem in rheology

ter Horst E. (2015) A spectral measure estimation problem in rheology. Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371) 434 (-), pp. 129 -133.

2015


Application of the maximum entropy method in the mean to classification problems

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) 437C (-), pp. 101-108.

2015


Imagen país de Colombia desde la perspectiva extranjera

ter Horst E. (2015) Imagen país de Colombia desde la perspectiva extranjera. Arbor (ISSN 0210-1963) 191 (773 ), pp. 114142--.

2015


Numerical determination of hitting time distributions from their Laplace transforms: One dimensional discusions

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) 419 (-), pp. 594-602.

2015


Statistical inference in structural credit risk models: Likelihood and Bayesian approaches

ter Horst E. (2015) Statistical inference in structural credit risk models: Likelihood and Bayesian approaches. Journal of Financial Econometrics (ISSN 1479-8409) 13 (4), pp. 839 -867.

2015


A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean

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) 16 (2 ), pp. 1123-1133.

2014


Discussion on a Tractable State-Space Model for Symmetric Positive-Definite Matrices

ter Horst E. (2014) Discussion on a Tractable State-Space Model for Symmetric Positive-Definite Matrices. Bayesian Analysis (ISSN 1931-6690) 9 (4), pp. 809 -818.

2014


Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets

Malone S, ter Horst E. (2012) Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets. Journal of Applied Econometrics () 29 (-), pp. 22-41.

2012


Stochastic Volatility Models including open, close, high and low prices.

ter Horst E. (2012) Stochastic Volatility Models including open, close, high and low prices.. Quantitative Finance (ISSN 1469-7688) 12 (2), pp. 199-212.

2012


Measuring Expectations in Options Markets: An Application to the S&P500 Index

ter Horst E. (2011) Measuring Expectations in Options Markets: An Application to the S&P500 Index. Quantitative Finance (ISSN 1469-7688) 11 (9), pp. 1393-1405.

2011


Procesos Gaussianos en la Predicción de las Fluctuaciones de la Economía Mexicana

ter Horst E. (2010) Procesos Gaussianos en la Predicción de las Fluctuaciones de la Economía Mexicana. LXXVII (3) (-), pp. 585 -602.

2010


Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models.

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) 25 (3), pp. 275-308.

2009


Noise Corrected Estimation: Filtering additive measurement noise

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

2009


Real Estate and Private Equity: A review of the diversification benefits and some recent developments

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) - (-), pp. ---.

2009


Bayesian Dynamic Density Estimation

ter Horst E. (2008) Bayesian Dynamic Density Estimation. Bayesian Analysis (ISSN 1931-6690) 3 (2), pp. 339-366.

2008