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~person:"Jacobs, Kris"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Search: subject:"Risikoprämie"
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Schätzung
Risikoprämie
17
Risk premium
17
Capital income
6
Kapitaleinkommen
6
CAPM
5
Estimation
5
Credit derivative
4
Kreditderivat
4
Option pricing theory
4
Optionspreistheorie
4
Risiko
4
Risk
4
Theorie
4
Theory
4
Commodity derivative
3
Credit risk
3
Kreditrisiko
3
Rohstoffderivat
3
Volatility
3
Volatilität
3
Analytical filtering
2
Compound Poisson jumps
2
Economic determinants
2
Risikomanagement
2
Risk management
2
Risk premiums
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
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2
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2001-2010
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Aktienoption
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Aufsatz in Zeitschrift
Bibliografie enthalten
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Article in journal
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
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English
5
Author
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Jacobs, Kris
Zaremba, Adam
18
Gupta, Rangan
10
Bollerslev, Tim
9
Tzavalis, Elias
9
Zhou, Hao
9
Long, Huaigang
8
Nitschka, Thomas
6
Nonejad, Nima
6
Rubio, Gonzalo
6
Todorov, Viktor
6
Baillie, Richard
5
Bali, Turan G.
5
Cakici, Nusret
5
Guidolin, Massimo
5
Lee, Changjun
5
Moon, Seongman
5
Prokopczuk, Marcel
5
Stivers, Christopher T.
5
Wagner, Niklas F.
5
Wickens, Michael R.
5
Wu, Chunchi
5
Afonso, António
4
Almeida, Caio
4
Batten, Jonathan A.
4
Bekaert, Geert
4
Bernoth, Kerstin
4
Cho, Dooyeon
4
Connolly, Robert A.
4
Faria, Gonçalo
4
Guo, Hui
4
Hueng, C. James
4
Jiang, Yuexiang
4
Kang, Jangkoo
4
Li, Junye
4
Maio, Paulo
4
Miffre, Joëlle
4
Narayan, Paresh Kumar
4
Panopulu, Aikaterinē
4
Prat, Georges
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
5
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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
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
3
Economic and financial determinants of credit risk premiums in the sovereign CDS market
Doshi, Hitesh
;
Jacobs, Kris
;
Zurita, Virgilio
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 43-80
Persistent link: https://www.econbiz.de/10011734551
Saved in:
4
Option-implied measures of equity risk
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
2
,
pp. 385-428
Persistent link: https://www.econbiz.de/10009533372
Saved in:
5
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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