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The Economic Value of Realized...
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Theorie
122
Volatility
122
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120
Volatilität
116
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66
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66
Option pricing theory
66
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66
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64
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64
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62
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61
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50
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41
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English
401
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204
French
11
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Jacobs, Kris
235
Christoffersen, Peter
191
Feunou, Bruno
121
Christoffersen, Peter F.
120
Meddahi, Nour
108
Diebold, Francis X.
48
Tédongap, Roméo
39
Bollerslev, Tim
29
Fontaine, Jean-Sébastien
28
Ornthanalai, Chayawat
24
Gonçalves, Sílvia
23
Langlois, Hugues
18
Chang, Bo Young
17
Elkamhi, Redouane
16
Andersen, Torben
15
Fournier, Mathieu
15
Garcia, René
15
Heston, Steven L.
15
Jahan-Parvar, Mohammad R.
14
Andersen, Torben G.
13
Doshi, Hitesh
13
Karoui, Lotfi
13
Hounyo, Ulrich
12
Jin, Xisong
12
Wang, Yintian
12
Dorion, Christian
11
Errunza, Vihang R.
11
Pelletier, Denis
11
Bontemps, Christian
10
Ericsson, Jan
10
Errunza, Vihang
10
Jeon, Yoontae
10
MEDDAHI, Nour
10
Mazzotta, Stefano
10
Mimouni, Karim
10
Okou, Cédric
9
Robe, Michel A.
9
Berkowitz, Jeremy
8
Dovonon, Prosper
8
Fontaine, Jean-Sebastien
8
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
35
School of Economics and Management, University of Aarhus
26
Bank of Canada
12
Département de Sciences Économiques, Université de Montréal
7
Econometric Society
5
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Université de Montréal / Département de sciences économiques
3
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
2
Center for Economic Research <Tilburg>
1
Conference on Realized Volatility <2006, Montréal>
1
Departamento de Economía, Universidad Carlos III de Madrid
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
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1
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1
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1
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1
Toulouse School of Economics (TSE)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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CIRANO Working Papers
32
CREATES Research Papers
26
CREATES research paper
23
Staff working paper / Bank of Canada
23
Journal of econometrics
18
The review of financial studies
18
Journal of financial economics
15
Bank of Canada Working Paper
13
Rotman School of Management Working Paper
13
Cahiers de recherche
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working Papers / Bank of Canada
12
Working papers / Financial Institutions Center
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Bank of Canada Staff Working Paper
10
Journal of financial and quantitative analysis : JFQA
10
Journal of Econometrics
7
NBER Working Paper
7
Review of Financial Studies
7
Journal of banking & finance
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Review of finance : journal of the European Finance Association
6
Journal of Business & Economic Statistics
5
Journal of Financial Economics
5
The journal of finance : the journal of the American Finance Association
5
Working paper / National Bureau of Economic Research, Inc.
5
CREATES Research Paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
IDEI working papers
4
IMF working paper
4
Journal of applied econometrics
4
Journal of financial econometrics
4
Management Science
4
The economics of transition
4
Bank of Canada Staff Discussion Paper
3
CFS working paper series
3
Cahier / Départment de Sciences Économiques, Université de Montréal
3
Econometric Society World Congress 2000 Contributed Papers
3
Economics letters
3
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Source
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ECONIS (ZBW)
376
RePEc
160
OLC EcoSci
49
EconStor
28
Other ZBW resources
2
ArchiDok
1
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31
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:
32
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:
33
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
34
Market skewness risk and the cross-section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jacobs, Kris
-
2010
Persistent link: https://www.econbiz.de/10009161204
Saved in:
35
Option anomalies and the pricing kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2010
Persistent link: https://www.econbiz.de/10009161205
Saved in:
36
Option-implied measures of equity risk
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
2
,
pp. 385-428
Persistent link: https://www.econbiz.de/10009533372
Saved in:
37
Option-based estimation of the price of co-skewness and co-kurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
-
2015
Persistent link: https://www.econbiz.de/10011398632
Saved in:
38
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
39
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:
40
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
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