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Theory
Option pricing theory
46
Optionspreistheorie
46
Volatility
38
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36
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33
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33
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31
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Jacobs, Kris
31
Christoffersen, Peter F.
8
Doshi, Hitesh
8
Dorion, Christian
4
Christoffersen, Peter
3
Elkamhi, Redouane
3
Karoui, Lotfi
3
Liu, Rui
3
Robe, Michel A.
3
Turnbull, Stuart M.
3
Choi, Yong Seok
2
Ericsson, Jan
2
Errunza, Vihang R.
2
Pallage, Stephane
2
Almeida, Caio
1
Ardison, Kym
1
Duan, Jin-Chuan
1
Feunou, Bruno
1
Fournier, Mathieu
1
Garcia, René
1
Heston, Steven L.
1
Jin, Xisong
1
Karoui, Mehdi
1
Kumar, Praveen
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Langlois, Hugues
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Li, Yu
1
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Pallage, Stéphane J.
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Pan, Xuhui
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Pirrong, Craig
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1
Yintian Wang
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Journal of financial economics
3
The review of financial studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
CREATES research paper
1
Economics letters
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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Rotman School of Management Working Paper
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ECONIS (ZBW)
31
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1
Consumption-leisure nonseparabilities in asset market participants' preferences
Jacobs, Kris
- In:
Journal of monetary economics
54
(
2007
)
7
,
pp. 2131-2138
Persistent link: https://www.econbiz.de/10003557213
Saved in:
2
Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
Saved in:
3
Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
5
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:
6
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:
7
Volatility components, affine restrictions, and nonnormal innovations
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 483-502
Persistent link: https://www.econbiz.de/10008736151
Saved in:
8
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
Saved in:
9
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
10
Market incompleteness and the equity premium puzzle : evidence from state-level data
Jacobs, Kris
;
Pallage, Stéphane J.
;
Robe, Michel A.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 378-388
Persistent link: https://www.econbiz.de/10009705649
Saved in:
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