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~isPartOf:"CREATES research paper"
~person:"Jacobs, Kris"
~subject:"Stock market"
~subject:"Volatilität"
~subject:"Ölpreis"
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Stock market
Volatilität
Ölpreis
Volatility
4
Option pricing theory
3
Optionspreistheorie
3
Statistical distribution
2
Statistische Verteilung
2
1988-1993
1
ARCH model
1
ARCH-Modell
1
Aktienoption
1
Beta risk
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Betafaktor
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Börsenkurs
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CAPM
1
Capital income
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Correlation
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Devisenmarkt
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Experiment
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Forecasting model
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Foreign exchange market
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Indexderivat
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Kapitaleinkommen
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Korrelation
1
Option trading
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Optionsgeschäft
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Prognoseverfahren
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Share price
1
Stochastic process
1
Stochastischer Prozess
1
Stock option
1
Time series analysis
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
fat tails
1
jumps
1
pricing kernel
1
volatility components
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Jacobs, Kris
Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Andersen, Torben
6
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
Amado, Cristina
2
Andreasen, Martin Møller
2
Barletta, Andrea
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Ergemen, Yunus Emre
2
Fusari, Nicola
2
Grassi, Stefano
2
Heston, Steven L.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
Proietti, Tommaso
2
Tsiaras, Leonidas
2
Voev, Valeri
2
Xu, Lai
2
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CREATES research paper
Journal of financial economics
5
Rotman School of Management Working Paper
3
Working papers / Financial Institutions Center
3
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
2
AFA 2013 San Diego Meetings Paper
1
CREATES Research Paper
1
Finance Down Under 2019 Building on the Best from the Cellars of Finance
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of asset pricing studies
1
Review of asset pricing studies : RAPS
1
Staff working paper / Bank of Canada
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
3
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
4
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003865680
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