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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
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Models and priors for multivariate stochastic volatility
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000925647
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Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899492
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Bayesian analysis of stochastic volatility models
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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Bayesian Methods In Finance
Jacquier, Eric; Polson, Nicholas - In: The Oxford handbook of Bayesian econometrics. 2012
Persistent link: https://www.econbiz.de/10013476734