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Jacobs, Kris
23
Christoffersen, Peter
14
Ornthanalai, Chayawat
3
Wang, Yintian
3
Elkamhi, Redouane
2
Errunza, Vihang
2
Feunou, Bruno
2
Karoui, Lotfi
2
Langlois, Hugues
2
Mimouni, Karim
2
Ben-Ameur, Hatem
1
Breton, Michèle
1
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1
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1
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1
Ham, John C.
1
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1
Li, Xiaofei
1
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Journal of financial economics
6
The review of financial studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of finance : the journal of the American Finance Association
2
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
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OLC EcoSci
ECONIS (ZBW)
163
RePEc
71
EconStor
2
Other ZBW resources
2
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1
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/10008232018
Saved in:
2
A dynamic programming approach for pricing options embedded in bonds
Ben-Ameur, Hatem
;
Breton, Michèle
;
Karoui, Lotfi
; …
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2212-2233
Persistent link: https://www.econbiz.de/10007738984
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
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:
8
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:
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
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