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
~subject:"Option pricing theory"
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
Beta risk in the cross-section...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
273
Theory
270
Estimation theory
96
Schätztheorie
96
Volatility
96
Volatilität
88
Optionspreistheorie
66
Portfolio-Management
65
Portfolio selection
64
Time series analysis
59
Zeitreihenanalyse
59
Prognoseverfahren
55
Forecasting model
53
CAPM
52
Risikoprämie
44
Risk premium
44
Schätzung
44
Estimation
43
Yield curve
41
Zinsstruktur
41
Risikomanagement
39
Credit risk
38
Kreditrisiko
37
ARCH-Modell
36
Capital income
36
Kapitaleinkommen
36
Risk management
36
ARCH model
34
Risiko
33
Risikomaß
33
Risk
33
Risk measure
33
Derivat
31
Derivative
31
Stochastic process
29
Stochastischer Prozess
29
USA
25
United States
24
Börsenkurs
20
more ...
less ...
Online availability
All
Free
28
Undetermined
10
Type of publication
All
Book / Working Paper
38
Article
28
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Amtsdruckschrift
2
Government document
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
66
Author
All
Jacobs, Kris
40
Christoffersen, Peter F.
31
Christoffersen, Peter
14
Gouriéroux, Christian
14
Feunou, Bruno
9
Fournier, Mathieu
9
Ornthanalai, Chayawat
9
Monfort, Alain
8
Heston, Steven L.
6
Chang, Bo Young
4
Elkamhi, Redouane
4
Jeon, Yoontae
4
Clément, Emmanuelle
3
Li, Bingxin
3
Meddahi, Nour
3
Orłowski, Piotr
3
Babaoğlu, Kadir
2
Du, Du
2
Goyenko, Ruslan
2
Karoui, Mehdi
2
Lu, Yang
2
Mimouni, Karim
2
Babaoglu, Kadir
1
Boloorforoosh, Ali
1
Doshi, Hitesh
1
Durham, Garland
1
Ericsson, Jan
1
Gagliardini, Patrick
1
Geweke, John
1
Ghosh, Pulak
1
Laurent, Jean-Paul
1
Pan, Xuhui
1
Pan, Xuhui (Nick)
1
Perrakis, Stylianos
1
Pham, Huyên
1
Renault, Eric
1
Seo, Sang Byung
1
Sufana, Razvan
1
Touzi, Nizar
1
Wang, Yintian
1
more ...
less ...
Published in...
All
CREATES research paper
9
Rotman School of Management Working Paper
7
Journal of financial economics
5
The review of financial studies
4
Working papers / Financial Institutions Center
4
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Staff working paper / Bank of Canada
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
AFA 2011 Denver Meetings Paper
1
AFA 2013 San Diego Meetings Paper
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Handbook of Economic Forecasting
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of asset pricing studies
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Série des documents de travail
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of finance : the journal of the American Finance Association
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
2
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:
3
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
4
Exploring time-varying jump intensities : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2008
Persistent link: https://www.econbiz.de/10003861266
Saved in:
5
Models for S&P500 dynamics : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
-
2008
Persistent link: https://www.econbiz.de/10003861277
Saved in:
6
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
7
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:
8
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
9
Option anomalies and the pricing kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2010
Persistent link: https://www.econbiz.de/10009161205
Saved in:
10
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
