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Browsing by Author « Jacquier, Éric »
Showing results 1 to 6 of 6
| Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships | | Jacquier, Éric; Okou, Cédric | | Issue Date : 2013-06 |
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| Horizon Effect in the Term Structure of Long-Run Risk-Return Trade-Offs | | Okou, Cédric; Jacquier, Éric | | Issue Date : 2014-07 |
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| Model Error in Contingent Claim Models Dynamic Evaluation | | Jacquier, Éric; Jarrow, Robert | | Issue Date : 1996-03 |
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| Models and Priors for Multivariate Stochastic Volatility | | Jacquier, Éric; Polson, Nicholas G.; Rossi, Peter E. | | Issue Date : 1995-03 |
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| Predicting Systematic Risk: Implications from Growth Options | | Jacquier, Éric; Titman, Sheridan; Yalçin, Atakan | | Issue Date : 2009-05 |
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| Stochastic Volatility: Univariate and Multivariate Extensions | | Jacquier, Éric; Polson, Nicholas G.; Rossi, Peter E. | | Issue Date : 1999-07 |
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Showing results 1 to 6 of 6
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