Narrow search
Showing 1 - 6 of 6
Cover Image
Bayesian analysis of contingent claim model error
Jacquier, Eric; Jarrow, Robert A. - In: Journal of econometrics 94 (2000) 1/2, pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Cover Image
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185
Persistent link: https://www.econbiz.de/10006756214
Cover Image
MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas - In: Journal of econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10007604718
Cover Image
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10002136532
Cover Image
MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas G. - In: Journal of econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Cover Image
Specification tests of calibrated option pricing models
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of econometrics 189 (2015) 2, pp. 397-414
Persistent link: https://www.econbiz.de/10011504582