Bjorn Eraker

Bjorn Eraker joined the Duke Economics faculty in the Fall of 2001 after having finished his Ph.D. at the University of Chicago, Graduate School of Business. A Norwegian native, Prof. Eraker received his undergraduate degree from the Norwegian School of Management (BI), Oslo, and did graduate studies at the Norwegian School of Economics, Bergen. His research interests are in the field of financial economics, in particular empirical asset pricing applications and the econometrics of financial markets.
Recent Research
"Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," Ph.D. dissertation, University of Chicago

Office Information
Office hrs:
210A Soc. Sci.
(919) 660-1821
(919) 684-8974

Selected Publications
"The Impact of Jumps in Returns and Volatility" (with Michael Johannes and Nick Polson), forthcoming, Journal of Finance"
"MCMC Analysis of Diffusion Models with Application to Finance," Journal of Business and Economic Statistics, April 2001
Course Descriptions
Financial Markets and Investments (Econ 157)

Prof. Eraker's Home Page

Duke Economics Department, WWW Resource.
Last modified: Tue Aug 06 13:21:22 EDT 2002