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Christoffersen, Peter F.; Jacobs, Kris; Pan, Xuhui - In: The review of financial studies 35 (2022) 2, pp. 1064-1103

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Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 58-76

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Jacobs, Kris - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 123-163

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Elkamhi, Redouane; Stefanova, Denitsa - In: The review of financial studies 28 (2015) 3, pp. 743-790

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Cen, Ling; Dasgupta, Sudipto; Elkamhi, Redouane; … - In: Review of finance : journal of the European Finance … 20 (2016) 2, pp. 501-533

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Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318

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Ericsson, Jan; Jacobs, Kris; Oviedo, Rodolfo - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 109-132

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Jacobs, Kris; Wang, Kevin Q. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2211-2252

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Christoffersen, Peter F.; Jacobs, Kris - In: Journal of financial economics 72 (2004) 2, pp. 291-318

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