| The impact of jumps in volatility and returns B Eraker, M Johannes, N Polson The Journal of Finance 58 (3), 1269-1300, 2003 | 1835 | 2003 |
| Do stock prices and volatility jump? Reconciling evidence from spot and option prices B Eraker The Journal of finance 59 (3), 1367-1403, 2004 | 1373 | 2004 |
| MCMC analysis of diffusion models with application to finance B Eraker Journal of Business & Economic Statistics 19 (2), 177-191, 2001 | 658 | 2001 |
| The impact of jumps in returns and volatility B Eraker Journal of Finance 53, 1269-1330, 2003 | 258 | 2003 |
| Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks B Eraker, M Ready Journal of Financial Economics 115 (3), 486-504, 2015 | 199 | 2015 |
| An equilibrium guide to designing affine pricing models B Eraker, I Shaliastovich Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 183 | 2008 |
| Affine general equilibrium models B Eraker Management Science 54 (12), 2068-2080, 2008 | 130 | 2008 |
| The volatility premium B Eraker The Quarterly Journal of Finance 11 (03), 2150014, 2021 | 99 | 2021 |
| Bayesian mixed frequency VARs B Eraker, CW Chiu, AT Foerster, TB Kim, HD Seoane Journal of Financial Econometrics 13 (3), 698-721, 2014 | 90 | 2014 |
| Explaining the negative returns to volatility claims: An equilibrium approach B Eraker, Y Wu Journal of Financial Economics 125 (1), 72-98, 2017 | 86 | 2017 |
| Durable goods, inflation risk, and equilibrium asset prices B Eraker, I Shaliastovich, W Wang The Review of Financial Studies 29 (1), 193-231, 2016 | 57 | 2016 |
| Estimating VAR’s sampled at mixed or irregular spaced frequencies: a Bayesian approach CWJ Chiu, B Eraker, AT Foerster, TB Kim, HD Seoane Federal Reserve Bank of Kansas City, RWP, 11-11, 2011 | 52 | 2011 |
| The performance of model based option trading strategies B Eraker Review of Derivatives Research 16 (1), 1-23, 2013 | 37 | 2013 |
| A non-linear dynamic model of the variance risk premium B Eraker, J Wang Journal of Econometrics 187 (2), 547-556, 2015 | 32 | 2015 |
| Explaining the negative returns to VIX futures and ETNs: An equilibrium approach B Eraker, Y Wu Available at SSRN 2340070, 2014 | 20 | 2014 |
| The price of higher order catastrophe insurance: The case of VIX options B Eraker, A Yang The Journal of Finance 77 (6), 3289-3337, 2022 | 17 | 2022 |
| A Bayesian view of temporary components in asset prices B Eraker Journal of Empirical Finance 15 (3), 503-517, 2008 | 11 | 2008 |
| Dynamic Present Values and the Intertemporal CAPM B Eraker, W Wang Available at SSRN 1908910, 2011 | 8 | 2011 |
| Return Dynamics with Jumps to Stochastic Volatility and Returns B Eraker, M Johannes, N Polson Discussion Paper, Graduate School of Business, University of Chicago, 1999 | 8 | 1999 |
| [Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes]: Comment B Eraker Journal of Business & Economic Statistics 20 (3), 327-329, 2002 | 7 | 2002 |
