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Jacobs, Kris
24
Christoffersen, Peter
20
Meddahi, Nour
17
Gonçalves, Sílvia
4
Errunza, Vihang
3
Feunou, Bruno
3
Garcia, René
3
Ornthanalai, Chayawat
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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The review of financial studies
8
Journal of econometrics
7
Journal of financial economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of applied econometrics
2
Journal of empirical finance
2
The economics of transition
2
The journal of finance : the journal of the American Finance Association
2
Econometric reviews
1
Economics letters
1
International economic review
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of monetary economics
1
Revue d'économie politique
1
The econometrics journal
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OLC EcoSci
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RePEc
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EconStor
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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:
2
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:
3
Which GARCH Model for Option Valuation?
Christoffersen, Peter
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
50
(
2004
)
9
,
pp. 1204-1221
Persistent link: https://www.econbiz.de/10006080250
Saved in:
4
Option valuation with conditional skewness
Christoffersen, Peter
;
Heston, Steve
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 253-284
Persistent link: https://www.econbiz.de/10006747792
Saved in:
5
The importance of the loss function in option valuation
Christoffersen, Peter
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10006504607
Saved in:
6
Option valuation with long-run and short-run volatility components
Christoffersen, Peter
;
Jacobs, Kris
;
Ornthanalai, Chayawat
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10008149195
Saved in:
7
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:
8
Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
Christoffersen, Peter
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3141
Persistent link: https://www.econbiz.de/10008440295
Saved in:
9
Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
Christoffersen, Peter
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2013
)
8
,
pp. 3141-3140
Persistent link: https://www.econbiz.de/10010113850
Saved in:
10
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Christoffersen, Peter
;
Errunza, Vihang
;
Jacobs, Kris
; …
- In:
The review of financial studies
25
(
2013
)
12
,
pp. 3711-3710
Persistent link: https://www.econbiz.de/10010114677
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