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Modeling the Dynamics of Credi...
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23
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14
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Journal of financial economics
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The review of financial studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of finance : the journal of the American Finance Association
2
Agricultural finance review
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OLC EcoSci
ECONIS (ZBW)
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Agricultural lending and early warning models of bank failures for the late 2000s Great Recession
Li, Xiaofei
;
Escalante, Cesar L.
;
Epperson, James E.
; …
- In:
Agricultural finance review
73
(
2013
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10010185213
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2
The challenges facing young workers during rural labor transition
Li, Xiaofei
;
Liu, Chengfang
;
Luo, Renfu
;
Zhang, Linxiu
; …
- In:
China agricultural economic review : publ. in …
2
(
2010
)
2
,
pp. 185-199
Persistent link: https://www.econbiz.de/10009920181
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3
Pricing interest rate derivatives under stochastic volatility
Tahani, Nabil
;
Li, Xiaofei
- In:
Managerial finance
37
(
2011
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10008768378
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4
Option valuation with conditional skewness
Christoffersen, Peter
;
Heston, Steve
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 253-284
Persistent link: https://www.econbiz.de/10006747792
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5
The importance of the loss function in option valuation
Christoffersen, Peter
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10006504607
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6
Idiosyncratic Consumption Risk and the Cross Section of Asset Returns
Jacobs, Kris
;
Wang, Kevin Q.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2211-2252
Persistent link: https://www.econbiz.de/10006549764
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7
Which GARCH Model for Option Valuation?
Christoffersen, Peter
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
50
(
2004
)
9
,
pp. 1204-1221
Persistent link: https://www.econbiz.de/10006080250
Saved in:
8
Testing for Full Insurance Using Exogenous Information
Ham, John C.
;
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 387-397
Persistent link: https://www.econbiz.de/10008217605
Saved in:
9
Journal of Business & Economic Statistics - Aggregate Consumption and the Predictability of Asset Returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10008217988
Saved in:
10
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
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