Bjorn Eraker

Bjorn Eraker

University of Wisconsin Madison - Madison / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1831171
person_outline Bjorn Eraker's MOST POPULAR ARTICLES
1-) The impact of jumps in volatility and returnsB Eraker, M Johannes, N PolsonThe Journal of Finance 58 (3), 1269-1300, 200317182003
2-) Do stock prices and volatility jump? Reconciling evidence from spot and option pricesB ErakerThe Journal of finance 59 (3), 1367-1403, 200413132004
3-) MCMC analysis of diffusion models with application to financeB ErakerJournal of Business & Economic Statistics 19 (2), 177-191, 20016322001
4-) The impact of jumps in returns and volatilityB ErakerJournal of Finance 53, 1269-1330, 20032542003
5-) Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocksB Eraker, M ReadyJournal of Financial Economics 115 (3), 486-504, 20152072015