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JACOBS, KRIS
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1

Information in the term structure 

, In: Management science
a forecasting perspective 
Doshi, Hitesh ; Jacobs, Kris ; Liu, Rui. (2021)  8 - p. 5255-5277
Copies: Zentrale;
 
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2

Nonlinear Kalman filtering in affine term structure models:

, In: Management science
Dorion, Christian ; Karoui, Lotfi ; Christoffersen, Peter F... (2014)  9 - p. 2248-2268
Copies: Zentrale;
 
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3

Volatility components, affine restrictions, and nonnormal i..:

, In: Journal of business & economic statistics
Dorion, Christian ; Christoffersen, Peter F. ; Jacobs, Kris. (2010)  4 - p. 483-502
Copies: Zentrale;
 
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4

The shape and term structure of the index option smirk 

, In: Management science
why multifactor stochastic volatility models work so well 
Christoffersen, Peter F.. (2009)  12 - p. 1914-1932
Copies: Zentrale;
 
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5

Modeling the dynamics of credit spreads with stochastic vol..:

, In: Management science
Jacobs, Kris. (2008)  6 - p. 1176-1188
Copies: Zentrale;
 
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6

Testing for full insurance using exogenous information:

, In: Journal of business & economic statistics
Ham, John C.. (2000)  4 - p. 387-397
Copies: Zentrale;
 
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7

Aggregate consumption and the predictability of asset retur..:

, In: Journal of business & economic statistics
Jacobs, Kris. (2000)  1 - p. 58-76
Copies: Zentrale;
 
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