Publications of Bjorn Eraker    :chronological  alphabetical  combined listing:

%% Preprints   
@article{fds14238,
   Author = {B. Eraker},
   Title = {Do Stock Prices and Volatility Jump? Reconciling Evidence
             from Spot and Option Prices},
   Journal = {Journal of Finance},
   Year = {2003},
   Key = {fds14238}
}


%% Journal Articles   
@article{fds14241,
   Author = {B. Eraker},
   Title = {Do Stock Prices and Volatility Jump? Reconciling Evidence
             from Spot and Option Prices},
   Journal = {Journal of Finance},
   Volume = {xxx},
   Pages = {yyyy},
   Year = {2004},
   Month = {March},
   Key = {fds14241}
}

@article{fds14242,
   Author = {B. Eraker},
   Title = {Do Stock Prices and Volatility Jump? Reconciling Evidence
             from Spot and Option Prices},
   Booktitle = {Journal of Finance, forthcoming},
   Year = {2003},
   Key = {fds14242}
}

@article{fds14237,
   Author = {B. Eraker and M. Johannes and N. Polson},
   Title = {The Impact of Jumps in Returns and Volatility},
   Journal = {Journal of Finance},
   Volume = {53},
   Pages = {1269-1300},
   Publisher = {American Finance Association},
   Year = {2003},
   url = {http://www.econ.duke.edu/~bjorne},
   Key = {fds14237}
}

@article{fds11897,
   Author = {B. Eraker},
   Title = {"MCMC Analysis of Diffusion Processes with Application to
             Finance"},
   Journal = {Journal of Business and Economic Statistics},
   Volume = {19},
   Number = {2},
   Pages = {177-191},
   Year = {2001},
   Month = {April},
   Key = {fds11897}
}