Publications of Bjorn Eraker     :chronological  combined  bibtex listing:

Preprints

  1. "Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," B. Eraker, Journal of Finance  (2003).

Journal Articles

  1. "Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," B. Eraker, Journal of Finance xxx (March, 2004): yyyy.
  2. "Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," B. Eraker, Journal of Finance, forthcoming  (2003).
  3. "The Impact of Jumps in Returns and Volatility," B. Eraker, M. Johannes, and N. Polson, Journal of Finance 53 (2003): 1269-1300. [~bjorne]
  4. ""MCMC Analysis of Diffusion Processes with Application to Finance"," B. Eraker, Journal of Business and Economic Statistics 19.2 (April, 2001): 177-191.