Eric Jacquier

Available identifiers

zbMath Open jacquier.ericMaRDI QIDQ276936

List of research outcomes

Publication	Date of Publication	Type
Horizon effect in the term structure of long-run risk-return trade-offs	2018-08-15	Paper
MCMC maximum likelihood for latent state models	2016-05-04	Paper
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors	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	2005-01-12	Paper
Bayesian analysis of contingent claim model error	2000-06-22	Paper

Research outcomes over time

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