Kris Jacobs

Available identifiers

zbMath Open jacobs.krisMaRDI QIDQ292017

List of research outcomes

Publication	Date of Publication	Type
Dynamic Dependence and Diversification in Corporate Credit*	2019-10-25	Paper
Option valuation with conditional skewness	2016-06-10	Paper
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well	2012-03-01	Paper
Modeling the Dynamics of Credit Spreads with Stochastic Volatility	2012-02-29	Paper
Volatility Components, Affine Restrictions, and Nonnormal Innovations	2010-12-30	Paper
A simple long-memory equilibrium interest rate model	1998-07-22	Paper

Research outcomes over time

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