//--> //--> //-->
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
~person:"Jacobs, Kris"
~subject:"CAPM"
~subject:"Risikoprämie"
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: isPartOf:"Journal of Financial Economics"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Risikoprämie
Volatility
5
Volatilität
5
Option pricing theory
4
Optionspreistheorie
4
Analytical filtering
3
Compound Poisson jumps
3
Risk premium
3
Risk premiums
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation
2
Fat tails
2
Kapitaleinkommen
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Yield curve
2
Zinsstruktur
2
1970-2003
1
1988-1991
1
1991-2005
1
Aktienmarkt
1
Asset-Backed Securities
1
Asset-backed securities
1
Capital market returns
1
Collateral
1
Collateralized debt obligation
1
Credit derivative
1
Credit risk
1
Cross section
1
Cross-section of stock returns
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Jacobs, Kris
Pedersen, Lasse Heje
8
Bakshi, Gurdip S.
6
Fama, Eugene F.
6
Zhou, Guofu
6
Bali, Turan G.
5
Bollerslev, Tim
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Hu, Duni
5
Kelly, Bryan T.
5
Longstaff, Francis A.
5
Moskowitz, Tobias J.
5
Pástor, Ľuboš
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Wang, Hailong
5
Ball, Ray
4
Boons, Martijn
4
Christoffersen, Peter F.
4
Ferson, Wayne E.
4
Kang, Jangkoo
4
Linnainmaa, Juhani
4
Nagel, Stefan
4
Sarno, Lucio
4
Timmermann, Allan
4
Todorov, Viktor
4
Wang, Junbo
4
Zhang, Lu
4
Acharya, Viral V.
3
Amihud, Yakov
3
Avramov, Doron
3
Bai, Jennie
3
Barroso, Pedro
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Buraschi, Andrea
3
Da, Zhi
3
Della Corte, Pasquale
3
more ...
less ...
Published in...
All
Journal of financial economics
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
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
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->