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
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
The Shape and Term Structure o...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
85
Theorie
83
Theory
82
Volatilität
78
Option pricing theory
68
Optionspreistheorie
68
Capital income
49
Kapitaleinkommen
49
Forecasting model
48
Prognoseverfahren
48
Risikoprämie
42
Risk premium
42
CAPM
40
ARCH model
34
ARCH-Modell
34
USA
34
United States
34
Estimation
33
Schätzung
33
Yield curve
26
Portfolio selection
25
Portfolio-Management
25
Zinsstruktur
25
Risiko
21
Risk management
21
Stochastic process
21
Stochastischer Prozess
21
Risikomanagement
20
Risk
20
Option trading
16
Optionsgeschäft
16
Risikomaß
16
Risk measure
16
Time series analysis
16
Zeitreihenanalyse
16
Börsenkurs
14
Share price
14
Statistical distribution
14
Statistische Verteilung
14
Correlation
12
more ...
less ...
Online availability
All
Free
220
Undetermined
65
Type of publication
All
Book / Working Paper
264
Article
170
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Working Paper
71
Arbeitspapier
67
Graue Literatur
62
Non-commercial literature
62
Aufsatz im Buch
5
Book section
5
Festschrift
3
Aufsatzsammlung
2
Bibliografie
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
286
Undetermined
142
French
6
Author
All
Jacobs, Kris
235
Christoffersen, Peter
191
Christoffersen, Peter F.
119
Diebold, Francis X.
48
Heston, Steven L.
38
Feunou, Bruno
23
Ornthanalai, Chayawat
23
Langlois, Hugues
18
Bollerslev, Tim
17
Elkamhi, Redouane
16
Fournier, Mathieu
15
Chang, Bo Young
13
Doshi, Hitesh
13
Karoui, Lotfi
13
Jin, Xisong
12
Wang, Yintian
12
Andersen, Torben
11
Dorion, Christian
11
Errunza, Vihang R.
11
Pelletier, Denis
11
Ericsson, Jan
10
Errunza, Vihang
10
Mazzotta, Stefano
10
Mimouni, Karim
10
Jeon, Yoontae
9
Robe, Michel A.
9
Berkowitz, Jeremy
8
Ghysels, Eric
8
Karoui, Mehdi
8
Doyle, Peter
7
Hahn, Jinyong
7
Heston, Steven
7
Inoue, Atsushi
7
Nandi, Saikat
7
Swanson, Norman R.
7
Vainberg, Gregory
7
Andersen, Torben G.
6
Meddahi, Nour
6
Pan, Xuhui
6
Sløk, Torsten
6
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
26
School of Economics and Management, University of Aarhus
24
Econometric Society
3
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Bank of Canada
1
Department of Economics, Poole College of Management
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
European Central Bank
1
Financial Institutions Center, Wharton School of Business
1
Institute for Financial Research (SIFR)
1
Internationaler Währungsfonds / European Department <1>
1
Internationaler Währungsfonds / Research Department
1
Rodney L. White Center for Financial Research
1
School of Management, Yale University
1
Society for Computational Economics - SCE
1
The Wharton Financial Institutions Center
1
more ...
less ...
Published in...
All
CREATES Research Papers
24
CIRANO Working Papers
23
CREATES research paper
21
Journal of financial economics
17
The review of financial studies
17
Rotman School of Management Working Paper
13
Working papers / Financial Institutions Center
12
Journal of financial and quantitative analysis : JFQA
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
Journal of Financial Economics
5
Working paper / National Bureau of Economic Research, Inc.
5
CREATES Research Paper
4
IMF working 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
2
Econometric Society World Congress 2000 Contributed Papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
292
RePEc
104
OLC EcoSci
32
EconStor
4
ArchiDok
1
Other ZBW resources
1
Showing
31
-
40
of
434
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
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:
32
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:
33
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:
34
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226790
Saved in:
35
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226833
Saved in:
36
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
37
Dynamic diversi cation in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
-
2013
Persistent link: https://www.econbiz.de/10010226838
Saved in:
38
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:
39
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
40
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
