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The Shape and Term Structure o...
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Theorie
89
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89
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88
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82
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77
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77
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54
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54
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English
304
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151
French
6
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Jacobs, Kris
237
Christoffersen, Peter F.
197
Christoffersen, Peter
119
Heston, Steven L.
57
Diebold, Francis X.
49
Feunou, Bruno
23
Ornthanalai, Chayawat
23
Langlois, Hugues
18
Andersen, Torben
17
Bollerslev, Tim
17
Elkamhi, Redouane
16
Fournier, Mathieu
15
Doshi, Hitesh
14
Chang, Bo Young
13
Karoui, Lotfi
13
Jin, Xisong
12
Nandi, Saikat
12
Dorion, Christian
11
Errunza, Vihang R.
11
Pelletier, Denis
11
Ericsson, Jan
10
Errunza, Vihang
10
Mazzotta, Stefano
10
Mimouni, Karim
10
Wang, Yintian
10
Jeon, Yoontae
9
Robe, Michel A.
9
Berkowitz, Jeremy
8
Doyle, Peter
8
Ghysels, Eric
8
Karoui, Mehdi
8
Sadka, Ronnie
8
Hahn, Jinyong
7
Heston, Steven
7
Inoue, Atsushi
7
Sløk, Torsten
7
Swanson, Norman R.
7
Vainberg, Gregory
7
Giorgianni, Lorenzo
6
Korajczyk, Robert A.
6
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
26
School of Economics and Management, University of Aarhus
24
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3
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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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1
School of Management, Yale University
1
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1
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CREATES Research Papers
24
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23
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21
Journal of financial economics
18
The review of financial studies
17
Rotman School of Management Working Paper
13
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12
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10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of empirical finance
7
NBER Working Paper
7
The journal of finance : the journal of the American Finance Association
7
Journal of banking & finance
6
Review of Financial Studies
6
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5
IMF working papers
5
Journal of Financial Economics
5
Working paper / National Bureau of Economic Research, Inc.
5
CREATES Research Paper
4
Journal of Financial and Quantitative Analysis
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The economics of transition
4
The journal of fixed income
4
Working paper series / Federal Reserve Bank of Atlanta
4
CFS working paper series
3
IMF Working Paper
3
Journal of Business & Economic Statistics
3
Journal of Empirical Finance
3
Journal of financial econometrics
3
Management Science
3
Review of asset pricing studies
3
Review of finance : journal of the European Finance Association
3
Rotman School of Management working paper / University of Toronto Rotman School of Management
3
Staff working paper / Bank of Canada
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Canada Working Paper
2
CIRANO Burgundy Reports
2
Cahiers de recherche
2
EPRU Working Paper Series
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ECONIS (ZBW)
319
RePEc
104
OLC EcoSci
32
EconStor
4
ArchiDok
1
Other ZBW resources
1
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91
Dynamic diversi cation in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
-
2013
Persistent link: https://www.econbiz.de/10010226838
Saved in:
92
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:
93
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:
94
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:
95
GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2012
Persistent link: https://www.econbiz.de/10009667377
Saved in:
96
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:
97
Is the potential for international diversivication disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2012
Persistent link: https://www.econbiz.de/10009667396
Saved in:
98
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:
99
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:
100
Is the potential for international diversification disappearing?
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2010
Persistent link: https://www.econbiz.de/10009161197
Saved in:
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