//--> //--> //-->
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:"Review of asset pricing studies"
~person:"Jacobs, Kris"
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: subject_exact:"Contingent-claims approach"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
CAPM
1
Capital income
1
Kapitaleinkommen
1
Option pricing theory
1
Optionspreistheorie
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Volatility
1
Volatilität
1
fat tails
1
jumps
1
pricing kernel
1
volatility components
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jacobs, Kris
Heston, Steven L.
2
Babaoğlu, Kadir
1
Christoffersen, Peter F.
1
Rossi, Alberto
1
Published in...
All
Review of asset pricing studies
CREATES research paper
5
Journal of financial economics
4
Rotman School of Management Working Paper
4
The review of financial studies
4
Working papers / Financial Institutions Center
4
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
AFA 2011 Denver Meetings Paper
1
AFA 2013 San Diego Meetings Paper
1
Finance and economics discussion series
1
Handbook of Economic Forecasting
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Staff working paper / Bank of Canada
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->