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Bjorn Eraker, Assistant Professor

Bjorn Eraker

Please note: Bjorn has left the "Economics" group at Duke University; some info here might not be up to date.

Contact Info:
Office Location:  305 Soc Sci Bldg
Office Phone:  +1 919 660 1821
Email Address: send me a message
Web Page:  http://www.econ.duke.edu/Econ/Faculty/Users/beraker.html

Education:

PhDUniversity of Chicago2001
MANorwegian School of Economics and Business Administration (Norges Handelshøyskole)1997
Master of Management (Siviløkonom)Norwegian School of Management (Handelshøkonom)1995
Specialties:

Econometrics
Research Interests: Empirical Finance

Bjorn Eraker joined the Duke Economics faculty in the Fall of 2001 after having finished his Ph.D. at the University of Chicago, Graduate School of Business. A Norwegian native, Prof. Eraker received his undergraduate degree from the Norwegian School of Management (BI), Oslo, and did graduate studies at the Norwegian School of Economics, Bergen. His research interests are in the field of financial economics, in particular empirical asset pricing applications and the econometrics of financial markets.

Current Ph.D. Students   (Former Students)

    Recent Publications

    1. B. Eraker, Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices, Journal of Finance, vol. xxx (March, 2004), pp. yyyy
    2. B. Eraker, Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices, Journal of Finance (Preprint, 2003)
    3. B. Eraker, Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices, in Journal of Finance, forthcoming (2003)
    4. 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 [~bjorne]
    5. 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


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