Jens Carsten Jackwerth

Finance · 2006–2013

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Jens Carsten Jackwerth trusts overall

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

  1. H. Shefrin
  2. John C. Hull
  3. Jun Pan
  4. Christopher S. Jones
  5. Bing Han
  6. George M. Constantinides
  7. Yacine Aït-Sahalia
  8. John H. Cochrane
  9. JackwerthJens Carsten
  10. Nicolas P. B. Bollen

Who trusts Jens Carsten Jackwerth overall

  1. Alan Moreira
  2. George M. Constantinides
  3. Zhiguo He

Papers from Jens Carsten Jackwerth's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Pricing of Options and Corporate Liabilities
  3. Empirical Pricing Kernels
  4. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  5. Expected Option Returns
  6. Nonparametric option pricing under shape restrictions
  7. Rare Disasters and Asset Markets in the Twentieth Century
  8. Option-Implied Risk Aversion Estimates
  9. Semiparametric ARCH models
  10. Empirical Assessment of an Intertemporal option Pricing Model with Latent variables

Their papers