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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Jacobs, Kris"
~person:"Jacquier, Antoine (Jack)"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Theorie"
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Option pricing theory
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Jacobs, Kris
Jacquier, Antoine (Jack)
Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
CREATES research paper
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Journal of financial economics
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Rotman School of Management Working Paper
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The review of financial studies
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AFA 2013 San Diego Meetings Paper
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Handbook of Economic Forecasting : volume 2, part A
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Handbook of economic forecasting ; Volume 2A
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Volatility and expected option returns
Hu, Guanglian
;
Jacobs, Kris
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 1025-1060
Persistent link: https://www.econbiz.de/10012195631
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2
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
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