Publications of Bjorn Eraker
Preprints
- B. Eraker, Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices,
Journal of Finance
(2003)
Journal Articles
- B. Eraker, Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices,
Journal of Finance, vol. xxx
(March, 2004),
pp. yyyy
- B. Eraker, Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices,
in Journal of Finance, forthcoming
(2003)
- B. Eraker, M. Johannes, and N. Polson, The Impact of Jumps in Returns and Volatility,
Journal of Finance, vol. 53
(2003),
pp. 1269-1300, American Finance Association
- B. Eraker, "MCMC Analysis of Diffusion Processes with Application to Finance",
Journal of Business and Economic Statistics, vol. 19 no. 2
(April, 2001),
pp. 177-191