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Option pricing theory
46
Optionspreistheorie
46
Volatility
38
Volatilität
36
Risikoprämie
33
Risk premium
33
Theorie
31
Theory
31
CAPM
29
Capital income
29
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29
Estimation
21
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21
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19
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USA
14
United States
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13
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13
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Option trading
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Optionsgeschäft
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12
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10
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10
Korrelation
10
Kreditderivat
10
Time series analysis
10
Zeitreihenanalyse
10
Börsenkurs
9
GARCH
9
Risiko
9
Risk
9
Share price
9
Kreditrisiko
8
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Free
119
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51
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130
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116
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52
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25
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24
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24
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24
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1
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English
148
Undetermined
94
French
4
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Jacobs, Kris
235
Christoffersen, Peter
96
Christoffersen, Peter F.
48
Ornthanalai, Chayawat
21
Heston, Steven L.
15
Feunou, Bruno
14
Doshi, Hitesh
13
Karoui, Lotfi
13
Langlois, Hugues
13
Chang, Bo Young
12
Elkamhi, Redouane
12
Fournier, Mathieu
12
Jin, Xisong
12
Dorion, Christian
11
Wang, Yintian
11
Ericsson, Jan
10
Mimouni, Karim
10
Errunza, Vihang R.
9
Ham, John C
9
Robe, Michel A.
9
Karoui, Mehdi
8
Vainberg, Gregory
7
Errunza, Vihang
6
Meddahi, Nour
6
Amaya, Diego
5
Duan, Jin-Chuan
5
Goyenko, Ruslan
5
Hu, Guanglian
5
Li, Bingxin
5
Li, Xiaofei
5
Liu, Rui
5
Pallage, Stephane
5
Vasquez, Aurelio
5
Oviedo, Rodolfo
4
Turnbull, Stuart M.
4
Wang, Kevin Q.
4
Garcia, René
3
Heston, Steve
3
Heston, Steven
3
Orłowski, Piotr
3
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School of Economics and Management, University of Aarhus
16
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
15
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Bank of Canada
1
Econometric Society
1
Institute for Financial Research (SIFR)
1
Society for Computational Economics - SCE
1
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CREATES Research Papers
16
CIRANO Working Papers
15
Journal of financial economics
14
The review of financial studies
14
CREATES research paper
12
Rotman School of Management Working Paper
8
Working papers / Financial Institutions Center
8
Journal of financial and quantitative analysis : JFQA
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of Financial Studies
6
Journal of Financial Economics
5
The journal of finance : the journal of the American Finance Association
5
CREATES Research Paper
4
Journal of banking & finance
4
Journal of Financial and Quantitative Analysis
3
Journal of empirical finance
3
Management Science
3
Review of Economic Studies
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Cahiers de recherche
2
Journal of Business & Economic Statistics
2
Journal of Finance
2
Journal of Labor Economics
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Review of asset pricing studies
2
Review of finance : journal of the European Finance Association
2
AFA 2011 Denver Meetings Paper
1
AFA 2013 San Diego Meetings Paper
1
AFA 2016 Meetings Paper Forthcoming, Review of Financial Studies
1
American Economic Review
1
Bank of Canada Working Paper
1
Computing in Economics and Finance 2005
1
EFA 2007 Ljubljana Meetings
1
EFA 2007 Ljubljana Meetings Paper
1
EFA 2008 Athens Meetings Paper
1
Econometric Society World Congress 2000 Contributed Papers
1
Econometrica
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ECONIS (ZBW)
146
RePEc
73
OLC EcoSci
25
EconStor
1
Other ZBW resources
1
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41
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:
42
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
43
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:
44
GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 8-41
Persistent link: https://www.econbiz.de/10010358127
Saved in:
45
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226790
Saved in:
46
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226833
Saved in:
47
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
48
Dynamic diversi cation in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
-
2013
Persistent link: https://www.econbiz.de/10010226838
Saved in:
49
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226861
Saved in:
50
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
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