//--> //--> //-->
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:"Journal of financial economics"
~person:"Collin-Dufresne, Pierre"
~person:"Jacobs, Kris"
~person:"Linnainmaa, Juhani"
~person:"Wang, Junbo"
~subject:"Volatility"
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
Volatility
CAPM
11
Capital income
11
Kapitaleinkommen
11
Volatilität
9
Risikoprämie
8
Risk premium
8
Theorie
7
Theory
7
Estimation
6
Schätzung
6
Option pricing theory
5
Optionspreistheorie
5
USA
5
United States
5
Börsenkurs
4
Share price
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Gewinn
3
Profit
3
Prognoseverfahren
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Analytical filtering
2
Anleihe
2
Asset pricing
2
Bond
2
Capital market returns
2
Compound Poisson jumps
2
Corporate bond
2
Credit risk
2
Kapitalmarktrendite
2
Kreditrisiko
2
Liquidity
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Collin-Dufresne, Pierre
Jacobs, Kris
Linnainmaa, Juhani
Wang, Junbo
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Sarno, Lucio
3
Andersen, Torben
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brandt, Michael W.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Ermolov, Andrey
2
Fleming, Jeff
2
Fusari, Nicola
2
Gourier, Elise
2
Greenwood, Robin
2
Harvey, Campbell R.
2
Jiang, Hao
2
Jones, Charles M.
2
Kang, Qiang
2
Kelly, Bryan T.
2
Kirby, Chris
2
Leippold, Markus
2
Liu, Jun
2
McCurdy, Thomas H.
2
Moreira, Alan
2
more ...
less ...
Published in...
All
Journal of financial economics
CREATES research paper
4
Advances in Pacific Basin business, economics, and finance
1
CREATES Research Papers
1
Fisher College of Business working paper series
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
2
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
3
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
4
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:
5
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
6
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
7
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
8
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:
9
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...
//-->