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~isPartOf:"The review of financial studies"
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The review of financial studies
CORE discussion papers : DP
24
CIRANO Working Papers
23
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
23
CORE Discussion Papers
22
IFPRI discussion paper
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CREATES research paper
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Finance research letters
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Journal of financial economics
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12
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International journal of production research
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11
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Arbeit und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen
10
European journal of operational research : EJOR
10
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of financial and quantitative analysis : JFQA
9
Policy research working paper : WPS
9
The European Physical Journal B - Condensed Matter and Complex Systems
9
International review of economics & finance : IREF
8
Journal of banking & finance
8
Journal of retailing and consumer services
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Rotman School of Management Working Paper
8
The journal of real estate research
8
Transportation research / E : an international journal
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Working papers / Financial Institutions Center
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Gesundheits- und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen
7
International business review : the official journal of the European International Business Academy
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
Option valuation with conditional heteroskedasticity and nonnormality
Christoffersen, Peter F.
;
Elkamhi, Redouane
;
Feunou, Bruno
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10003969117
Saved in:
3
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
4
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
5
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
6
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
Saved in:
7
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
8
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
9
Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
Christoffersen, Peter
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2013
)
8
,
pp. 3141-3140
Persistent link: https://www.econbiz.de/10010113850
Saved in:
10
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter
;
Elkamhi, Redouane
;
Feunou, Bruno
; …
- In:
The review of financial studies
23
(
2013
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10010114232
Saved in:
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