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
This page was built for person: Eric Jacquier
