Concepedia
Statistics
Publications
21
Citations
4.1K
H-Index
17
Active since
1994
Affiliations
HEC Montréal(Current)
Center for Interuniversity Research and Analysis on Organizations
University of Chicago
Cornell University
Boston University
Éric Jacquier is an author at HEC Montréal specializing in business, finance, and economics.
Publications per year
1994–2013
Bayesian Analysis of Stochastic Volatility Models
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 2002 · 1.4K citations
Business, Economics, Finance +17
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Econometrics · 2003 · 657 citations
Business, Economics, Finance +16
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 1994 · 627 citations
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 1994 · 391 citations
[Bayesian Analysis of Stochastic Volatility Models]: Reply
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 1994 · 196 citations
Social Sciences, Economics, Finance +10
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