معرفی
Eric Jacquier is a Clinical Professor in the Department of Finance at Boston University's Questrom School of Business. His academic work bridges financial econometrics, Bayesian statistics, and volatility modeling, with a focus on empirical applications of stochastic volatility frameworks and computational finance.
- PhD, Booth School of Business, University of Chicago (1991)
Research interests include:
- Stochastic volatility models and Bayesian analysis
- Risk-return trade-offs across investment horizons
- Computational methods in financial econometrics
- Systematic risk prediction and real options analysis
- Credit default swap-equity price dependencies
- Underwriting cycle dynamics in insurance markets
His publications primarily address areas in financial time series analysis, with notable reprinted works and collaborative research in state space modeling. While no formal awards are mentioned, his extensive co-author network reflects broad interdisciplinary impact.
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