//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
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
The Economic Value of Realized...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
136
Theory
134
Volatility
130
Volatilität
124
Option pricing theory
72
Optionspreistheorie
72
Risikoprämie
65
Risk premium
64
Capital income
63
Kapitaleinkommen
63
CAPM
57
Forecasting model
57
Prognoseverfahren
57
ARCH model
43
ARCH-Modell
43
Zinsstruktur
43
Yield curve
42
Asset pricing
38
Risiko
38
Time series analysis
38
Zeitreihenanalyse
38
Econometric and statistical methods
37
Risk
37
Estimation
36
Schätzung
36
United States
33
Portfolio selection
30
Portfolio-Management
30
Stochastic process
27
Stochastischer Prozess
27
Finanzmarkt
26
Financial market
25
Börsenkurs
24
Share price
24
Option trading
21
Optionsgeschäft
21
Risk management
20
Estimation theory
19
Inflation
19
more ...
less ...
Online availability
All
Free
7
Undetermined
5
Type of publication
All
Article
22
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Aufsatz im Buch
2
Book section
2
Reprint
1
more ...
less ...
Language
All
English
33
Author
All
Christoffersen, Peter F.
17
Jacobs, Kris
14
Andersen, Torben
9
Bollerslev, Tim
9
Diebold, Francis X.
8
Feunou, Bruno
5
Meddahi, Nour
3
Ericsson, Jan
2
Fontaine, Jean-Sébastien
2
Pan, Xuhui
2
Sekkel, Rodrigo
2
Doshi, Hitesh
1
Elkamhi, Redouane
1
Fournier, Mathieu
1
Gonçalves, Sílvia
1
Goyenko, Ruslan
1
Ham, John C.
1
Heston, Steven L.
1
Karoui, Lotfi
1
Karoui, Mehdi
1
Kumar, Gitanjali
1
Langlois, Hugues
1
Mariano, Roberto S.
1
Mazzotta, Stefano
1
Mimouni, Karim
1
Nongni Donfack, Morvan
1
Nongni-Donfack, Morvan
1
Oviedo, Rodolfo
1
Tay, Anthony S. A.
1
Tse, Yiu Kuen
1
Turnball, Stuart M.
1
Wang, Kevin Q.
1
Xing, Bingxin Ann
1
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
1
Published in...
All
The review of financial studies
6
Journal of financial and quantitative analysis : JFQA
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Financial Institutions Center
2
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial markets and asset pricing
1
International economic review
1
Review of finance : journal of the European Finance Association
1
Staff analytical note / Bank of Canada
1
Staff working paper / Bank of Canada
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
Saved in:
2
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:
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
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:
5
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:
6
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:
7
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/10001441607
Saved in:
8
Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
Saved in:
9
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
10
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->