| Bayesian Analysis of Stochastic Volatility Models R Jacquier, Polson Journal of Business and Economic Statistics, 1994 | 2457* | 1994 |
| Bayesian analysis of stochastic volatility models with fat-tails and correlated errors E Jacquier, NG Polson, PE Rossi Journal of Econometrics 122 (1), 185-212, 2004 | 788 | 2004 |
| Optimal portfolios in good times and bad G Chow, E Jacquier, M Kritzman, K Lowry Financial Analysts Journal 55 (3), 65-73, 1999 | 214 | 1999 |
| Stochastic volatility: Univariate and multivariate extensions E Jacquier, NG Polson, P Rossi CIRANO, 1999 | 151 | 1999 |
| Geometric or arithmetic mean: A reconsideration E Jacquier, A Kane, AJ Marcus Financial Analysts Journal 59 (6), 46-53, 2003 | 135 | 2003 |
| MCMC maximum likelihood for latent state models E Jacquier, M Johannes, N Polson Journal of Econometrics 137 (2), 615-640, 2007 | 128 | 2007 |
| Bayesian analysis of contingent claim model error E Jacquier, R Jarrow Journal of Econometrics 94 (1-2), 145-180, 2000 | 102 | 2000 |
| Models and priors for multivariate stochastic volatility E Jacquier, NG Polson, PE Rossi Centre interuniversitaire de recherche en analyse des organisations (CIRANO), 1995 | 94 | 1995 |
| Asset allocation models and market volatility E Jacquier, AJ Marcus Financial Analysts Journal 57 (2), 16-30, 2001 | 71 | 2001 |
| Market beta dynamics and portfolio efficiency E Ghysels, E Jacquier Available at SSRN 711942, 2006 | 60 | 2006 |
| Are underwriting cycles real and forecastable? MM Boyer, E Jacquier, S Van Norden Journal of Risk and Insurance 79 (4), 995-1015, 2012 | 49 | 2012 |
| Optimal estimation of the risk premium for the long run and asset allocation: A case of compounded estimation risk E Jacquier, A Kane, AJ Marcus Journal of Financial Econometrics 3 (1), 37-55, 2005 | 47 | 2005 |
| A model of the convenience yields in on-the-run treasuries JA Cherian, E Jacquier, RA Jarrow Review of Derivatives Research 7, 79-97, 2004 | 46 | 2004 |
| Bayesian methods in finance E Jacquier, N Polson | 38 | 2011 |
| Predicting systematic risk: implications from growth options E Jacquier, S Titman, A Yalçın Journal of Empirical Finance 17 (5), 991-1005, 2010 | 27 | 2010 |
| Empirical evidence on the dependence of credit default swaps and equity prices D Dupuis, E Jacquier, N Papageorgiou, B Rémillard Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 26 | 2009 |
| Bayesian analysis of a stochastic volatility model with leverage effect and fat tails E Jacquier, PE Rossi, N Polson Boston College Finance Dept. Working Paper, 2001 | 22 | 2001 |
| Credit migration and basket derivatives pricing with copulas T Berrada, D Dupuis, E Jacquier, N Papageorgiou, B Rémillard Journal of Computational Finance 10 (1), 43, 2006 | 21 | 2006 |
| Growth opportunities and assets in place: implications for equity betas E Jacquier, A Yalcin, S Titman Boston College Working Paper, 2001 | 20 | 2001 |
| Asset allocation in finance: A bayesian perspective E Jacquier, NG Polson Hierarchinal models and MCMC: a Tribute to Adrian Smith, 56-59, 2012 | 19 | 2012 |
Nick PolsonProfessor of Econometrics and Statistics, University of ChicagoVerified email at chicagobooth.edu
