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Jacobs, Kris
24
Christoffersen, Peter
20
Meddahi, Nour
17
Christoffersen, Peter F.
13
Diebold, Francis X.
10
Jacobs, K.
8
Andersen, Torben G.
4
Bollerslev, Tim
4
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4
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3
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3
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3
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3
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3
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2
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1
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The review of financial studies
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
7
Journal of financial economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Working paper / National Bureau of Economic Research, Inc
4
Management accounting research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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International economic review
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Journal of applied econometrics
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Journal of empirical finance
2
Technical working paper / National Bureau of Economic Research
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The economics of transition
2
The journal of finance : the journal of the American Finance Association
2
Das Gas- und Wasserfach / Wasser, Abwasser : GWF ; Fachbl. für Gastechnik und Gaswirtschaft sowie für Wasser und Abwasser ; Zeitschr. d. Deutschen Vereins von Gas- und Wasserfachmännern (DVGW), d. Verbandes der Deutschen Gas- und Wasserwerke (VGW), d. Wirtschaftlichen Vereinigung Deutscher Gaswerke AG (WV), d. Zentrale für Gasverwendung (ZfG) u. d. Abwassertechnischen Vereinigung (ATV)
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Econometric reviews
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Econometric theory
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Financial services at the crossroads: capital regulation in the twenty-first century
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OLC EcoSci
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1
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:
2
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter
;
Elkamhi, Redouane
;
Feunou, Bruno
; …
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2139
Persistent link: https://www.econbiz.de/10008407278
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
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:
6
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:
7
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Christoffersen, Peter
;
Errunza, Vihang
;
Jacobs, Kris
; …
- In:
The review of financial studies
25
(
2013
)
12
,
pp. 3711-3710
Persistent link: https://www.econbiz.de/10010114677
Saved in:
8
Option valuation with long-run and short-run volatility components
Christoffersen, Peter
;
Jacobs, Kris
;
Ornthanalai, Chayawat
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10008149195
Saved in:
9
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Christoffersen, Peter
;
Errunza, Vihang
;
Jacobs, Kris
; …
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3711-3711
Persistent link: https://www.econbiz.de/10010042553
Saved in:
10
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter
;
Jacobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10010052653
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