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isPartOf:"Journal of financial economics"
~isPartOf:"Energy economics"
~person:"Christoffersen, Peter F."
~subject:"Option pricing theory"
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Option pricing theory
Volatility
5
Volatilität
5
Estimation
3
Optionspreistheorie
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Schätzung
3
CAPM
2
Capital income
2
Capital market returns
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1988-1991
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Christoffersen, Peter F.
Jacobs, Kris
3
Ornthanalai, Chayawat
3
Fusari, Nicola
2
Goldstein, Robert S.
2
Ignatieva, Ekaterina
2
Muravyev, Dmitriy
2
Schmeck, Maren Diane
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Todorov, Viktor
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Algieri, Bernardina
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Caporin, Massimiliano
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Carr, Peter
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Cartea, Álvaro
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Chang, Jack S. K.
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Chernov, Mikhail
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Journal of financial economics
Energy economics
CREATES research paper
4
Staff working paper / Bank of Canada
2
The review of financial studies
2
Working papers / Financial Institutions Center
2
Handbook of economic forecasting ; Volume 2A
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of asset pricing studies
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ECONIS (ZBW)
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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:
2
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
3
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
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