Jacquier, Éric
Eric Jacquier Ph.D. The University of Chicago 1991
VIAF ID: 105927283 (Personal)
Permalink: http://viaf.org/viaf/105927283
Preferred Forms
- 100 0 _ ‡a Eric Jacquier ‡c Ph.D. The University of Chicago 1991
- 100 1 _ ‡a Jacquier, Eric
- 100 1 _ ‡a Jacquier, Eric
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4xx's: Alternate Name Forms (1)
Works
Title | Sources |
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Disentangling continuous volatility from jumps in long-run risk-return relationships | |
form: | |
Horizon effect in the term structure of long-run risk-return trade-offs | |
Market beta dynamics and portfolio efficiency | |
MCMC maximum likelihood for latent state models | |
Model error in contingent claim models dynamic evaluation | |
Models and priors for multivariate stochastic volatility | |
Predicting systematic risk : implications from growth options |