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Conditional volatility in affi...
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Option pricing theory
55
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165
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5
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Jacobs, Kris
237
Christoffersen, Peter F.
78
Christoffersen, Peter
66
Karoui, Lotfi
35
Ornthanalai, Chayawat
21
Heston, Steven L.
15
Doshi, Hitesh
14
Feunou, Bruno
14
Langlois, Hugues
13
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12
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Jin, Xisong
12
Khlif, Wafa
12
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11
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11
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10
Mimouni, Karim
10
Errunza, Vihang R.
9
Robe, Michel A.
9
Wang, Yintian
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Karoui, Mehdi
8
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7
Errunza, Vihang
6
Liu, Rui
6
Meddahi, Nour
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5
Ben-Ameur, Hatem
5
Duan, Jin-Chuan
5
Goyenko, Ruslan
5
Hu, Guanglian
5
Li, Bingxin
5
Li, Xiaofei
5
Vasquez, Aurelio
5
Oviedo, Rodolfo
4
Turnbull, Stuart M.
4
Wang, Kevin Q.
4
Breton, Michèle
3
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3
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School of Economics and Management, University of Aarhus
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2
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1
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CREATES Research Papers
16
CIRANO Working Papers
15
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14
The review of financial studies
14
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12
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8
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7
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6
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2
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2
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2
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1
AFA 2013 San Diego Meetings Paper
1
AFA 2016 Meetings Paper Forthcoming, Review of Financial Studies
1
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Board directors and corporate social responsibility
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ECONIS (ZBW)
163
RePEc
71
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24
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Other ZBW resources
2
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111
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:
112
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:
113
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:
114
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:
115
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:
116
Consumption–leisure nonseparabilities in asset market participants’ preferences
Jacobs, Kris
- In:
Journal of monetary economics
54
(
2007
)
7
,
pp. 2131
Persistent link: https://www.econbiz.de/10007842480
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117
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
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118
Modeling the Dynamics of Credit Spreads with Stochastic Volatility
Jacobs, Kris
;
Li, Xiaofei
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1176-1188
Persistent link: https://www.econbiz.de/10008063951
Saved in:
119
The Determinants of Credit Default Swap Premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10008255610
Saved in:
120
ARTICLES - Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-164
Persistent link: https://www.econbiz.de/10007344328
Saved in:
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