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~person:"Jacobs, Kris"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Optionspreistheorie
Risikoprämie
17
Risk premium
17
Capital income
6
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6
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5
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Jacobs, Kris
Wang, Xingchun
6
Benth, Fred Espen
5
Zhang, Jin E.
5
Christoffersen, Peter F.
4
Todorov, Viktor
4
Lehnert, Thorsten
3
Lin, Shih-kuei
3
Madan, Dilip B.
3
Miffre, Joëlle
3
Mukupa, George M.
3
Offen, Elias R.
3
Ornthanalai, Chayawat
3
Rubio, Gonzalo
3
Andersen, Torben
2
Ankirchner, Stefan
2
Bakshi, Gurdip S.
2
Bollerslev, Tim
2
Byun, Suk Joon
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Chen, Sonnan
2
Choy, Siu Kai
2
Crosby, John
2
Driessen, Joost
2
Du, Du
2
Fusari, Nicola
2
Gao, Xiaohui
2
González-Urteaga, Ana
2
Gu, Yuchi
2
Härdle, Wolfgang
2
Kenç, Turalay
2
Kiesel, Rüdiger
2
Lin, Yuehao
2
Lo, C. F.
2
Necula, Ciprian
2
Orłowski, Piotr
2
Pallavicini, Andrea
2
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2
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2
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Journal of financial economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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1
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
2
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
Saved in:
3
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:
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:
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