//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Information Content of Ove...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
ARCH model
1
ARCH-Modell
1
Commodity derivative
1
Commodity exchange
1
Economics
1
Economists
1
Erdöl
1
Oil price
1
Option trading
1
Optionsgeschäft
1
Petroleum
1
Risikoprämie
1
Risk premium
1
Rohstoffderivat
1
Warenbörse
1
Wirtschaftswissenschaft
1
Ökonomen
1
Ölpreis
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Festschrift
1
Language
All
English
3
Author
All
Christoffersen, Peter F.
3
Jacobs, Kris
3
Ornthanalai, Chayawat
2
Chang, Bo Young
1
Figlewski, Stephen
1
Li, Bingxin
1
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
CREATES Research Papers
24
CREATES research paper
21
CIRANO Working Papers
16
The review of financial studies
14
Rotman School of Management Working Paper
12
Working papers / Financial Institutions Center
12
Journal of financial economics
11
NBER Working Paper
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of banking & finance
5
Review of Financial Studies
5
Working paper / National Bureau of Economic Research, Inc.
5
CREATES Research Paper
4
IMF working paper
4
Journal of Financial Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
The economics of transition
4
CFS working paper series
3
IMF Working Paper
3
Journal of international money and finance
3
Management Science
3
Review of finance : journal of the European Finance Association
3
Rotman School of Management working paper / University of Toronto Rotman School of Management
3
Staff working paper / Bank of Canada
3
Bank of Canada Working Paper
2
CIRANO Burgundy Reports
2
ECB Working Paper
2
EPRU Working Paper Series
2
Journal of Empirical Finance
2
Journal of Financial Econometrics
2
Journal of Financial and Quantitative Analysis
2
Journal of International Money and Finance
2
Journal of econometrics
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Working Paper
2
PIER Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 8-41
Persistent link: https://www.econbiz.de/10010358127
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
Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young
;
Jacobs, Kris
;
Ornthanalai, Chayawat
; …
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->