//--> //--> //--> //-->
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 review of financial studies"
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 Cross Section of Recovery...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
7
United States
7
Option pricing theory
4
Optionspreistheorie
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Aktienoption
2
Capital income
2
Kapitaleinkommen
2
Risikoprämie
2
Risk premium
2
Stock option
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
1958-2019
1
1973-2009
1
1994-2011
1
1996-2004
1
1996-2009
1
1996-2010
1
2001-2010
1
2004-2012
1
Aktie
1
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Capital market returns
1
Commodity derivative
1
Core
1
Correlation
1
Credit derivative
1
Diversification
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
6
Author
All
Jacobs, Kris
14
Christoffersen, Peter F.
7
Christoffersen, Peter
6
Elkamhi, Redouane
4
Feunou, Bruno
3
Langlois, Hugues
3
Mimouni, Karim
3
Errunza, Vihang
2
Doshi, Hitesh
1
Ericsson, Jan
1
Errunza, Vihang R.
1
Fournier, Mathieu
1
Goyenko, Ruslan
1
Heston, Steven L.
1
Karoui, Mehdi
1
Pan, Xuhui
1
Stefanova, Denitsa
1
Turnball, Stuart M.
1
more ...
less ...
Published in...
All
The review of financial studies
Journal of financial economics
19
CREATES Research Papers
17
CIRANO Working Papers
15
CREATES research paper
15
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Rotman School of Management Working Paper
10
Journal of financial and quantitative analysis : JFQA
9
Working papers / Financial Institutions Center
8
Rotman School of Management working paper / University of Toronto Rotman School of Management
7
Journal of Financial Economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Review of Financial Studies
6
Journal of banking & finance
5
The journal of finance : the journal of the American Finance Association
5
CREATES Research Paper
4
The journal of portfolio management : JPM
4
Journal of Business & Economic Statistics
3
Journal of empirical finance
3
Management Science
3
Review of asset pricing studies
3
Review of finance : journal of the European Finance Association
3
The Journal of Finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Cahiers de recherche
2
Journal of Finance
2
Journal of Financial and Quantitative Analysis
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
The journal of futures markets
2
AFA 2011 Denver Meetings Paper
1
AFA 2013 San Diego Meetings Paper
1
AFA 2016 Meetings Paper Forthcoming, Review of Financial Studies
1
Bank of Canada Working Paper
1
Computing in Economics and Finance 2005
1
Discussion paper / Tinbergen Institute
1
EFA 2007 Ljubljana Meetings
1
EFA 2007 Ljubljana Meetings Paper
1
EFA 2008 Athens Meetings Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
6
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
Option valuation with conditional heteroskedasticity and nonnormality
Christoffersen, Peter F.
;
Elkamhi, Redouane
;
Feunou, Bruno
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10003969117
Saved in:
3
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter
;
Elkamhi, Redouane
;
Feunou, Bruno
; …
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2139
Persistent link: https://www.econbiz.de/10008407278
Saved in:
4
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter
;
Elkamhi, Redouane
;
Feunou, Bruno
; …
- In:
The review of financial studies
23
(
2013
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10010114232
Saved in:
5
Dynamic hedging and extreme asset co-movements
Elkamhi, Redouane
;
Stefanova, Denitsa
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 743-790
Persistent link: https://www.econbiz.de/10011337563
Saved in:
6
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
Saved in:
7
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
8
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
9
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
10
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->