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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Jacobs, Kris"
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Jacobs, Kris
Altman, Edward I.
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Midwest Finance Association 2012 Annual Meetings Paper
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
Working papers / Financial Institutions Center
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ECONIS (ZBW)
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Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
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2
Modeling the dynamics of credit spreads with stochastic volatility
Jacobs, Kris
;
Li, Xiaofei
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1176-1188
Persistent link: https://www.econbiz.de/10003737492
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