Bjørn Eraker

Finance · 2001–2015

A researcher in the Science corpus: 7 papers; trusts 28 researchers and is trusted by 161 researchers here, as inferred from the citation graph.

Subfields

Whom Bjørn Eraker trusts overall

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

  1. Jun Pan
  2. David S. Bates
  3. Eric Jacquier
  4. Darrell Duffie
  5. Hui Chi Chen
  6. Alan L. Lewis
  7. Eric Ghysels
  8. Michael Johannes
  9. Lars Peter Hansen
  10. Ravi Bansal

Who trusts Bjørn Eraker overall

  1. N. Shephard
  2. Mikhail Chernov
  3. Tim Bollerslev
  4. Aubrey Hurn
  5. Christopher S. Jones
  6. Torben G. Andersen
  7. Osnat Stramer
  8. V. Todorov
  9. Liuren Wu
  10. Mark Broadie

Papers from Bjørn Eraker's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. The Pricing of Options and Corporate Liabilities
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Specification Analysis of Affine Term Structure Models
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. Generalized autoregressive conditional heteroskedasticity
  9. Large Bayesian vector auto regressions
  10. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Their papers