Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices von Eraker, Bjørn

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The Impact of Jumps in Volatility and Returns von Eraker, Bjørn, Johannes, Michael, Polson, Nicholas

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Affine General Equilibrium Models von Eraker, Bjorn

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Predictability Puzzles von Eraker, Bjørn

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AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS von Eraker, Bjørn, Shaliastovich, Ivan

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Explaining the negative returns to volatility claims: An equilibrium approach von Eraker, Bjørn, Wu, Yue

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The Price of Higher Order Catastrophe Insurance: The Case of VIX Options von ERAKER, BJØRN, YANG, AOXIANG

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Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks von Eraker, Bjørn, Ready, Mark

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Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures von Eraker, Bjørn, Osterrieder, Daniela

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A non-linear dynamic model of the variance risk premium von Eraker, Bjørn, Wang, Jiakou

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Durable Goods, Inflation Risk, and Equilibrium Asset Prices von Eraker, Bjørn, Shaliastovich, Ivan, Wang, Wenyu

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MCMC Analysis of Diffusion Models With Application to Finance von Eraker, Bjørn

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The performance of model based option trading strategies von Eraker, Bjørn

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Bayesian Mixed Frequency VARs von Eraker, Bjørn, Chiu, Ching Wai (Jeremy), Foerster, Andrew T., Kim, Tae Bong, Seoane, Hernán D.

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A Bayesian view of temporary components in asset prices von Eraker, Bjørn

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Affine general equilibrium models von Eraker, Bjorn

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[Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes]: Comment von Eraker, Bjørn

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Selected papers from the Lijiang workshop von Bielecki, Tomasz R, Crépey, Stéphane, Jeanblanc, Monique, Rutkowski, Marek, Eraker, Bjørn, Shaliastovich, Ivan, Evans, Jonathan, Henderson, Vicky, Hobson, David, Liang, Jianfeng, Zhang, Shuzhong, Li, Duan, Dai, Min, Kwok, Yue Kuen, Zong, Jianping, Pham, Huyên, Tankov, Peter, Pemy, Moustapha, Zhang, Qing, Yin, G George, Koo, Hyeng Keun, Shim, Gyoocheol, Sung, Jaeyoung

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Numerical techniques for maximum likelihood estimation of continuous-time diffusion von Durham, Garland B, Gallant, A Ronald, Aït-Sahalia, Yacine, Brandt, Michael W, Santa-Clara, Pedro, Chib, Siddhartha, Shephard, Neil, Eraker, Bjørn, Glynn, Peter, Tauchen, George, Zhou, Hao

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MCMC analysis of diffusion models with application to finance von Eraker, Bjørn

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