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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of asset pricing studies : RAPS"
~person:"Jacobs, Kris"
~person:"Jacquier, Antoine (Jack)"
~source:"econis"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Volatility"
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Jacobs, Kris
Jacquier, Antoine (Jack)
Bali, Turan G.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Review of asset pricing studies : RAPS
Journal of financial economics
5
CREATES research paper
4
Rotman School of Management Working Paper
3
Working papers / Financial Institutions Center
3
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
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Finance Down Under 2019 Building on the Best from the Cellars of Finance
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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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ECONIS (ZBW)
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Characterizing the variance risk premium : the role of the leverage effect
Hu, Guanglian
;
Jacobs, Kris
;
Seo, Sang Byung
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
2
,
pp. 500-542
Persistent link: https://www.econbiz.de/10013253676
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2
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
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