Kris Jacobs

Finance · 2004–2018

A researcher in the Science corpus: 13 papers; trusts 61 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

Whom Kris Jacobs trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. David S. Bates
  4. Torben G. Andersen
  5. Ole E. Barndorff-Nielsen
  6. Bjørn Eraker
  7. Eugene F. Fama
  8. Y. Amihud
  9. Mikhail Chernov
  10. Gian Piero Aielli

Who trusts Kris Jacobs overall

  1. Andreas Kaeck
  2. Carol Alexander
  3. Peter F. Christoffersen
  4. Antonio Di Cesare
  5. Eduardo Abi Jaber
  6. Torben G. Andersen
  7. Amit Goyal
  8. Aubrey Hurn
  9. Campbell R. Harvey
  10. Stéphane Goutte

Papers from Kris Jacobs's perspective

Ordered by how strongly the researchers Kris Jacobs trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. The Pricing of Options and Corporate Liabilities
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Common risk factors in the returns on stocks and bonds
  6. Expected Option Returns
  7. Term premia and interest rate forecasts in affine models
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers