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Eraker, Bjørn
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16
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5
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4
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3
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3
Seoane, Hernán D.
3
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ECONIS (ZBW)
26
RePEc
12
OLC EcoSci
7
BASE
1
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A Bayesian view of temporary components in asset prices
Eraker, Bjørn
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 503-517
Persistent link: https://www.econbiz.de/10003759567
Saved in:
2
Affine general equilibrium models
Eraker, Bjørn
- In:
Management science : journal of the Institute for …
54
(
2008
)
12
,
pp. 2068-2080
Persistent link: https://www.econbiz.de/10003798158
Saved in:
3
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
4
MCMC analysis of diffusion models with appliction to finance
Eraker, Bjørn
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 177-191
Persistent link: https://www.econbiz.de/10001568816
Saved in:
5
The volatility premium
Eraker, Bjørn
- In:
The quarterly journal of finance
11
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
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6
An equilibrium guide to designing affine pricing models
Eraker, Bjørn
;
Shaliastovich, Ivan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 519-543
Persistent link: https://www.econbiz.de/10003769010
Saved in:
7
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
Saved in:
8
Do investors overpay for stocks with lottery-like payoffs? : an examination of the returns of OTC stocks
Eraker, Bjørn
;
Ready, Mark J.
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 486-504
Persistent link: https://www.econbiz.de/10011347448
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9
Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach
Chiu, Ching Wai Jeremy
;
Eraker, Bjørn
;
Foerster, Andrew
; …
-
2011
Persistent link: https://www.econbiz.de/10009413004
Saved in:
10
Durable goods, inflation risk, and equilibrium asset
Eraker, Bjørn
;
Shaliastovich, Ivan
;
Wang, Wenyu
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 193-231
Persistent link: https://www.econbiz.de/10011447572
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