Eric Jacquier
From MaRDI portal
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 |
|---|---|---|
| Horizon effect in the term structure of long-run risk-return trade-offs Computational Statistics and Data Analysis | 2018-08-15 | Paper |
| MCMC maximum likelihood for latent state models Journal of Econometrics | 2016-05-04 | Paper |
| Bayesian analysis of stochastic volatility models with fat-tails and correlated errors Journal of Econometrics | 2015-12-29 | Paper |
| Bayesian analysis of stochastic volatility models | 2006-03-09 | Paper |
| A model of the convenience yields in on-the-run treasuries Review of Derivatives Research | 2005-01-12 | Paper |
| Bayesian analysis of contingent claim model error Journal of Econometrics | 2000-06-22 | Paper |
Research outcomes over time
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