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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial economics"
~language:"ces"
~language:"eng"
~person:"Jacobs, Kris"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Option pricing theory
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Jacobs, Kris
Dai, Min
5
Bakshi, Gurdip S.
4
Christoffersen, Peter F.
4
Ornthanalai, Chayawat
4
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3
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Journal of economic dynamics & control
Journal of financial economics
The review of financial studies
4
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Review of asset pricing studies
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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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:
2
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:
3
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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:
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