Kris Jacobs
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic dependence and diversification in corporate credit Review of Finance | 2019-10-25 | Paper |
| Option valuation with conditional skewness Journal of Econometrics | 2016-06-10 | Paper |
| The shape and term structure of the index option smirk: why multifactor stochastic volatility models work so well Management Science | 2012-03-01 | Paper |
| Modeling the dynamics of credit spreads with stochastic volatility Management Science | 2012-02-29 | Paper |
| Volatility components, affine restrictions, and nonnormal innovations Journal of Business and Economic Statistics | 2010-12-30 | Paper |
| A simple long-memory equilibrium interest rate model Economics Letters | 1998-07-22 | Paper |
Research outcomes over time
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