Eric Jacquier

Finance · 2000–2004

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #2,171 of 10,518 by trust here, #3,009 by citations

Whom Eric Jacquier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Stuart Geman
2. Robert E. McCulloch
3. Donald Geman
4. Nicholas G. Polson
5. Andrew Gelman

Who trusts Eric Jacquier overall

1. Bjørn Eraker
2. Jun Yu
3. Garland B. Durham
4. Christian Gouriéroux
5. Jim E. Griffin
6. Mark J. Jensen
7. Dobrislav Dobrev
8. Pilar Soriano
9. Michael Johannes
10. Maria Kalli

Papers from Eric Jacquier's perspective

Ordered by how strongly the researchers Eric Jacquier trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
2. Markov chain Monte Carlo methods for stochastic volatility models
3. Inference from Iterative Simulation Using Multiple Sequences
4. A Bayesian analysis of the multinomial probit model with fully identified parameters
5. The Pricing of Options and Corporate Liabilities
6. Triumph of the Optimists: 101 Years of Global Investment Returns Princeton
7. Sampling-Based Approaches to Calculating Marginal Densities
8. Bayesian analysis of binary and polychotomous response data
9. Pattern classification and scene analysis
10. Bayes factors

Their papers

• Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (2004) — 674 citations
• Geometric or Arithmetic Mean: A Reconsideration (2003) — 120 citations
• Bayesian analysis of contingent claim model error (2000) — 77 citations