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~person:"Jacobs, Kris"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Volatilität
Risikoprämie
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5
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Jacobs, Kris
Zhou, Hao
8
Bollerslev, Tim
7
Gupta, Rangan
7
Zhang, Jin E.
7
Bekaert, Geert
6
Chiang, Thomas C.
6
Bakshi, Gurdip S.
5
Bansal, Ravi
5
Byun, Suk Joon
5
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5
Ma, Jun
5
Qadan, Mahmoud
5
Ruan, Xinfeng
5
Tauchen, George Eugene
5
Todorov, Viktor
5
Wohar, Mark E.
5
Yin, Libo
5
Barinov, Alexander
4
Benth, Fred Espen
4
Bouri, Elie
4
Christoffersen, Peter F.
4
Cochrane, John H.
4
Demirer, Rıza
4
Haque, Mahfuzul
4
Leippold, Markus
4
Lin, Shih-kuei
4
Ornelas, José Renato Haas
4
Prokopczuk, Marcel
4
Roubaud, David
4
Rubio, Gonzalo
4
Sarno, Lucio
4
Switzer, Lorne N.
4
Trojani, Fabio
4
Wagner, Niklas F.
4
Wese Simen, Chardin
4
Yun, Jaeho
4
Balcilar, Mehmet
3
Della Corte, Pasquale
3
Dotsis, George
3
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Journal of financial economics
1
Review of asset pricing studies : RAPS
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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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
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2
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
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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