Kris Jacobs
From MaRDI portal
Person:292017
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
This page was built for person: Kris Jacobs
