//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Ecological Economics"
~isPartOf:"Journal of financial economics"
~person:"Jacobs, Kris"
~subject:"1988-1991"
~subject:"Risk premium"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
1988-1991
Risk premium
Volatility
5
Volatilität
5
Option pricing theory
4
Optionspreistheorie
4
Risikoprämie
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Analytical filtering
2
CAPM
2
Capital income
2
Compound Poisson jumps
2
Estimation
2
Kapitaleinkommen
2
Risk premiums
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Yield curve
2
Zinsstruktur
2
1970-2003
1
1991-2005
1
Aktienmarkt
1
Asset-Backed Securities
1
Asset-backed securities
1
Capital market returns
1
Collateral
1
Collateralized debt obligation
1
Credit derivative
1
Credit risk
1
Cross-section of stock returns
1
Derivat
1
Derivative
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Jacobs, Kris
Bollerslev, Tim
4
Christoffersen, Peter F.
4
Sarno, Lucio
4
Todorov, Viktor
4
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Bekaert, Geert
3
Buraschi, Andrea
3
Della Corte, Pasquale
3
Kelly, Bryan T.
3
Koijen, Ralph S. J.
3
Longstaff, Francis A.
3
Ornthanalai, Chayawat
3
Schneider, Paul
3
Zhou, Guofu
3
Ai, Hengjie
2
Amihud, Yakov
2
Ang, Andrew
2
Bai, Jennie
2
Barroso, Pedro
2
Boons, Martijn
2
Carr, Peter
2
Chernov, Mikhail
2
Eckbo, B. Espen
2
Engstrom, Eric
2
Ermolov, Andrey
2
Filipović, Damir
2
Garleanu, Nicolae
2
Goldstein, Robert S.
2
Gonçalves, Andrei S.
2
Herskovic, Bernard
2
Jeanneret, Alexandre
2
Kilic, Mete
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Lustig, Hanno
2
Manela, Asaf
2
Moskowitz, Tobias J.
2
Nieuwerburgh, Stijn van
2
more ...
less ...
Published in...
All
Ecological Economics
Journal of financial economics
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
2
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
3
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
4
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->