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~isPartOf:"Journal of financial economics"
~person:"Jacobs, Kris"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Search: subject:"Risikoprämie"
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Risikoprämie
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Risk premium
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Compound Poisson jumps
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Option pricing theory
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Jacobs, Kris
Bollerslev, Tim
4
Sarno, Lucio
4
Todorov, Viktor
4
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Bekaert, Geert
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Buraschi, Andrea
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Christoffersen, Peter F.
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Della Corte, Pasquale
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Koijen, Ralph S. J.
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Longstaff, Francis A.
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Ornthanalai, Chayawat
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Schneider, Paul
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Barroso, Pedro
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2
Chernov, Mikhail
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Engstrom, Eric
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Ermolov, Andrey
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Filipović, Damir
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Garleanu, Nicolae
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Goldstein, Robert S.
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Gonçalves, Andrei S.
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Herskovic, Bernard
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2
Lustig, Hanno
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Moskowitz, Tobias J.
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Nieuwerburgh, Stijn van
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Journal of financial economics
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Review of finance : journal of the European Finance Association
2
The review of financial studies
2
Journal of financial and quantitative analysis : JFQA
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Review of asset pricing studies
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Review of asset pricing studies : RAPS
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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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
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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
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