//--> //--> //-->
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
Retain my current filters
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Christoffersen, Peter F."
~subject:"Capital income"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
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
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Volatility
Volatilität
5
Option pricing theory
4
Optionspreistheorie
4
Estimation
3
Kapitaleinkommen
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Analytical filtering
2
CAPM
2
Capital market returns
2
Compound Poisson jumps
2
Kapitalmarktrendite
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
1988-1991
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Cross section
1
Cross-section of stock returns
1
Dynamic jump intensity
1
Equity markets
1
Factor-mimicking portfolios
1
Fat tails
1
Forecasting model
1
Kurtosis
1
Option-implied moments
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized volatility
1
Risiko
1
Risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Christoffersen, Peter F.
Fama, Eugene F.
10
Bali, Turan G.
8
French, Kenneth Ronald
8
Chordia, Tarun
6
Harvey, Campbell R.
6
Jacobs, Kris
6
Linnainmaa, Juhani
6
Moskowitz, Tobias J.
6
Subrahmanyam, Avanidhar
6
Zhou, Guofu
6
Bollerslev, Tim
5
Da, Zhi
5
Hong, Harrison G.
5
Kelly, Bryan T.
5
Keloharju, Matti
5
Liu, Yan
5
Lou, Dong
5
Pedersen, Lasse Heje
5
Santa-Clara, Pedro
5
Yuan, Yu
5
Ang, Andrew
4
Avramov, Doron
4
Barber, Brad M.
4
Bessembinder, Hendrik
4
Edelen, Roger M.
4
Hirshleifer, David
4
Huang, Shiyang
4
Jiang, Hao
4
Novy-Marx, Robert
4
Ornthanalai, Chayawat
4
Ramadorai, Tarun
4
Richardson, Matthew
4
Stambaugh, Robert F.
4
Starks, Laura T.
4
Timmermann, Allan
4
Todorov, Viktor
4
Yu, Jianfeng
4
Ai, Hengjie
3
Albuquerque, Rui
3
more ...
less ...
Published in...
All
Journal of financial economics
Journal of financial and quantitative analysis : JFQA
3
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The review of financial studies
2
Economic policy review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
3
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
4
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:
5
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:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->