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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Jacobs, Kris"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Option pricing theory
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Optionspreistheorie
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Jacobs, Kris
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
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Collin-Dufresne, Pierre
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Della Corte, Pasquale
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2
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2
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2
Chung, Kee H.
2
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2
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2
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2
Fleming, Jeff
2
Fusari, Nicola
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2
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Journal of financial economics
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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Review of asset pricing studies : RAPS
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ECONIS (ZBW)
5
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1
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:
2
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:
3
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
4
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:
5
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:
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