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 statistics.
Top concepts
FinanceBusinessStatisticsAsset PricingEconomicsMultivariate Stochastic VolatilityEngineeringVolatility ModelingManagementEconometrics
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
Markov Chain Coverage, Bayesian Statistic, Volatility Modeling +15
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Econometrics · 2003 · 652 citations
Volatility Modeling, Multivariate Stochastic Volatility, Bayesian Statistics +9
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 1994 · 624 citations
Bayesian Statistic, Bayesian Statistics, Multivariate Stochastic Volatility +15
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 1994 · 389 citations
Bayesian Statistic, Bayesian Statistics, Multivariate Stochastic Volatility +8
[Bayesian Analysis of Stochastic Volatility Models]: Reply
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi · Journal of Business and Economic Statistics · 1994 · 196 citations
Bayesian Statistic, Volatility Modeling, Multivariate Stochastic Volatility +9
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