FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Jacobs, Kris »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 9 to 17 of 17
Nonlinear Kalman Filtering in Affine Term Structure Models
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris; Karoui, Lotfi
Issue Date : 2014-01

Option-Implied Measures of Equity Risk
Chang, Bo-Young; Christoffersen, Peter; Jacobs, Kris; Vainberg, Gregory
Issue Date : 2009-08

Option Valuation with Conditional Heteroskedasticity and Non-Normality
Christoffersen, Peter; Elkamhi, Redouane; Feunou, Bruno; Jacobs, Kris
Issue Date : 2009-08

Option Valuation with Conditional Skewness
Christoffersen, Peter; Heston, Steve; Jacobs, Kris
Issue Date : 2003-08

Option Valuation with Long-run and Short-run Volatility Components
Christoffersen, Peter; Jacobs, Kris; Wang, Yintian
Issue Date : 2004-11

The Rate of Risk Aversion May Be Lower Than You Think
Jacobs, Kris
Issue Date : 2002-01

Short and Long Memory in Equilibrium Interest Rate Dynamics
Duan, Jin-Chuan; Jacobs, Kris
Issue Date : 2001-03

The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data
Jacobs, Kris; Pallage, Stéphane; Robe, Michel A.
Issue Date : 2005-07

Which Volatility Model for Option Valuation?
Christoffersen, Peter; Jacobs, Kris
Issue Date : 2002-04

Showing results 9 to 17 of 17

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016