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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES Research Papers
16
CIRANO Working Papers
15
Journal of financial economics
14
The review of financial studies
14
CREATES research paper
12
Rotman School of Management Working Paper
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Working papers / Financial Institutions Center
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of Financial Studies
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Journal of Financial Economics
5
The journal of finance : the journal of the American Finance Association
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CREATES Research Paper
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Journal of banking & finance
4
Journal of Financial and Quantitative Analysis
3
Journal of empirical finance
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Management Science
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Review of Economic Studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of Business & Economic Statistics
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Journal of Finance
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Journal of Labor Economics
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Journal of monetary economics
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Review of asset pricing studies
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Review of finance : journal of the European Finance Association
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AFA 2011 Denver Meetings Paper
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AFA 2013 San Diego Meetings Paper
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AFA 2016 Meetings Paper Forthcoming, Review of Financial Studies
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American Economic Review
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Computing in Economics and Finance 2005
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Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
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2
Volatility components, affine restrictions, and nonnormal innovations
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 483-502
Persistent link: https://www.econbiz.de/10008736151
Saved in:
3
Testing for full insurance using exogenous information
Ham, John C.
;
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 387-397
Persistent link: https://www.econbiz.de/10001521450
Saved in:
4
Volatility Components, Affine Restrictions, and Nonnormal Innovations
Christoffersen, Peter
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 483-503
Persistent link: https://www.econbiz.de/10008704010
Saved in:
5
Testing for Full Insurance Using Exogenous Information
Ham, John C.
;
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 387-397
Persistent link: https://www.econbiz.de/10008217605
Saved in:
6
Journal of Business & Economic Statistics - Aggregate Consumption and the Predictability of Asset Returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10008217988
Saved in:
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