{"id":10371,"date":"2024-08-06T16:59:19","date_gmt":"2024-08-06T20:59:19","guid":{"rendered":"https:\/\/www.bu.edu\/questrom\/profiles\/eric-jacquier\/"},"modified":"2026-06-11T15:53:12","modified_gmt":"2026-06-11T19:53:12","slug":"eric-jacquier","status":"publish","type":"profiles","link":"https:\/\/www.bu.edu\/questrom\/profiles\/eric-jacquier\/","title":{"rendered":"Eric Jacquier"},"content":{"rendered":"\n\n\n<div class=\"wp-block-group alignfull profile__standard-wrapper has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\n\n<div class=\"wp-block-columns profile__columns is-layout-flex wp-container-core-columns-is-layout-28f84493 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column profile__left-column is-layout-flow wp-container-core-column-is-layout-3bd72ab2 wp-block-column-is-layout-flow\"><figure class=\"profile__image wp-block-post-featured-image\"><img decoding=\"async\" alt=\"Eric Jacquier\" style=\"object-fit:contain\" class=\"wp-post-image\" src=\"http:\/\/questromapps.bu.edu\/images\/facstaff\/JacquierEric.jpg\" \/><\/figure>\n\n<aside class=\"profile__contact profile__contact--api wp-block-amp-profile-contact\" itemscope itemtype=\"http:\/\/schema.org\/Person\">\n  <h5>Contact<\/h5>\n  <div class=\"profile__contact-row\">\n          <div class=\"profile__contact-cell profile__contact-cell--phone\">\n        <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n        Phone\n      <\/h6>\n      <p class=\"has-p-2-font-size\" itemprop=\"telephone\">\n        617-353-8901      <\/p>\n    <\/div>\n              <div class=\"profile__contact-cell profile__contact-cell--email\">\n        <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n        Email\n      <\/h6>\n      <p class=\"has-p-2-font-size\">\n        <a href=\"mailto:jacquier@bu.edu\" itemprop=\"email\">\n          jacquier@bu.edu        <\/a>\n      <\/p>\n    <\/div>\n          <\/div>\n\n      <div class=\"profile__contact-buttons\">\n              <div class=\"wp-block-button is-style-primary-button\">\n          <a class=\"wp-block-button__link wp-element-button\" href=\"http:\/\/questromapps.bu.edu\/faculty\/uploadFiles\/cvUploadsProfile\/FE_Jacquier_Eric_CV.pdf\">\n            Download CV\n          <\/a>\n        <\/div>\n                <\/div>\n  \n      <div class=\"profile__contact-row\">\n\n              <div class=\"profile__contact-cell profile__contact-cell--office\">\n          <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n          Office\n        <\/h6>\n        <p class=\"has-p-2-font-size\" itemprop=\"workLocation\">\n          548B        <\/p>\n      <\/div>\n                    <div class=\"profile__contact-cell profile__contact-cell--bu\">\n          <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px\">\n            Boston University <br \/>\n            Questrom School of Business\n          <\/h6>\n                        <p class=\"has-p-2-font-size\" itemprop=\"address\">\n                Rafik B. Hariri Building <br \/>\n                595 Commonwealth Avenue <br \/>\n                Boston, MA 02215\n              <\/p>\n                  <\/div>\n          <\/div>\n  <\/aside><\/div>\n\n\n\n<div class=\"wp-block-column profile__right-column is-layout-flow wp-container-core-column-is-layout-3bd72ab2 wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group profile__header-container has-global-padding is-layout-constrained wp-container-core-group-is-layout-7db9d80f wp-block-group-is-layout-constrained\" style=\"padding-right:0;padding-left:0\">\n<div class=\"wp-block-group profile__header-content has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\"><h2 class=\"wp-block-post-title\">Eric Jacquier<\/h2>\n<div class=\"alignfull wp-block-amp-profile-position\">\n\t\t\t<p class=\"has-text-align-left has-text-transform-uppercase has-p-2-font-size\" style=\"text-transform: uppercase; font-weight: 600\">\n\t\t\tClinical Professor, Finance\t\t<\/p>\n\t<\/div>\n<\/div>\n<\/div>\n\n\n\n\n\n\n<div class=\"wp-block-amp-profile-data profile-data\">\n\n<div class=\"wp-block-group profile__data-section has-global-padding is-layout-constrained wp-block-group-is-layout-constrained wp-block-amp-profile-education\">\n\t<h5 class=\"wp-block-heading\" style=\"font-weight: 500\">\n\tEducation\t<\/h5>\n\n\t<div class=\"wp-block-group profile__data-row has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\t\t<p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">PhD, Booth School of Business, University of Chicago, 1991<\/p>\t\t<\/p>\n\t<\/div>\n<\/div>\n\n\n\n\n<div class=\"wp-block-group profile__data-section has-global-padding is-layout-constrained wp-block-group-is-layout-constrained wp-block-amp-profile-publications\">\n\t<h5 class=\"wp-block-heading\" style=\"font-weight: 500\">\n\tPublications\t<\/h5>\n\n\t<div class=\"wp-block-group profile__data-row has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\t<p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N., Rossi, P. (2018). Bayesian Analysis of Stochastic Volatility. In Torben, Andersen., Tim, Bollerslev. (Eds.), &#8220;Volatility&#8221;, <i>Edward Elgar Publishing<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Okou, C., Jacquier, E. (2016). &#8220;Horizon effect in the term structure of long-run risk-return trade-offs&#8221;, <i>Computational Statistics and Data Analysis<\/i>, <i>100<\/i> 445-466<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kontoghiorghes, E., Van Dijk, H., Belsley, D., Bollerslev, T., Diebold, F., Dufour, J., Engle, R., Harvey, A., Koopman, S., Pesaran, H., Phillips, P., Smith, R., West, M., Yao, Q., Amendola, A., Billio, M., Chen, C., Chiarella, C., Colubi, A., Deistler, M., Francq, C., Hallin, M., Jacquier, E., Judd, K., Koop, G., Luetkepohl, H., MacKinnon, J., Mittnik, S., Omori, Y., Pollock, D., Proietti, T., Rombouts, J., Scaillet, O., Semmler, W., So, M., Steel, M., Taylor, R., Tzavalis, E., Zakoian, J., Boswijk, H., Luati, A., Maheu, J. (2014). &#8220;CFEnetwork: The Annals of Computational and Financial Econometrics 2nd Issue&#8221;, <i>Computational Statistics and Data Analysis<\/i>, <i>76<\/i> 1-3<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Okou, C. (2014). &#8220;Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships&#8221;, <i>Journal of Financial Econometrics<\/i>, <i>12<\/i> (3),  544-583<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N. (2013). Asset Allocation in Finance: A Bayesian Perspective.&#8221;Bayesian Theory and Applications&#8221;, <i>Oxford University Press<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E. (2013). Modern Portfolio Theory.&#8221;Portfolio Theory and Management&#8221;, <i>Oxford University Press<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Boyer, M., Jacquier, E., Van Norden, S. (2012). &#8220;Are Underwriting Cycles Real and Forecastable?&#8221;, <i>Journal of Risk and Insurance<\/i>, <i>79<\/i> (4),  995-1015<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N. (2011). Bayesian Econometrics in Finance.&#8221;The Oxford Handbook of Bayesian Econometrics&#8221;, <i>Oxford University Press<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Titman, S., Yalcin, A. (2010). &#8220;Predicting systematic risk: Implications from growth options&#8221;, <i>Journal of Empirical Finance<\/i>, <i>17<\/i> (5),  991-1005<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N. (2010). Bayesian Decision-based Estimation and Predictive Inference.&#8221;Frontiers of Statistical Decision Making and Bayesian Analysis In Honor of James O. Berger&#8221;, <i>Springer Science &#038; Business Media<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dupuis, D., Jacquier, E., Papageorgiou, N., Remillard, B. (2009). &#8220;Empirical evidence on the dependence of credit default swaps and equity prices&#8221;, <i>Journal of Futures Markets<\/i>, <i>29<\/i> (8),  695-712<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N., Rossi, P. (2002). &#8220;Bayesian analysis of stochastic volatility models (Reprinted)&#8221;, <i>JOURNAL OF BUSINESS &#038; ECONOMIC STATISTICS<\/i>, <i>20<\/i> (1),  69-87<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Jarrow, R. (2000). &#8220;Bayesian analysis of contingent claim model error&#8221;, <i>JOURNAL OF ECONOMETRICS<\/i>, <i>94<\/i> (1-2),  145-180<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Durbin, J., Koopman, S., Smith, J., Shephard, N., Chatfield, C., Young, P., Harvey, A., Bhansali, R., Sahu, S., Doornik, J., Nelder, J., Pitt, M., Aitkin, M., Bartlett, M., Chan, K., Tong, H., Diebold, F., van Dijk, H., Fahrmeir, L., Fruhwirth-Schnatter, S., Gamerman, D., Jacquier, E., Polson, N., Jorgensen, B., Lundbye-Christensen, S., Kitagawa, G., Higuchi, T., Kumar, K., Lee, Y., Maravall, A., Quenneville, B., Thomson, P., Zellner, A. (2000). &#8220;Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives &#8211; Discussion on the paper by Durbin and Koopman&#8221;, <i>JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY<\/i>, <i>62<\/i> 29-56<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, \u00c9., Polson, N., Rossi, P. (1995). &#8220;Models and Priors for Multivariate Stochastic Volatility&#8221;, <\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N., Rossi, P. (1994). &#8220;Bayesian-Analysis of Stochastic Volatility Models&#8221;, <i>Journal of Business and Economic Statistics<\/i>, <i>12<\/i> (4),  371-389<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jacquier, E., Polson, N., Rossi, P. (1994). &#8220;Bayesian-Analysis of Stochastic Volatility Models &#8211; Reply&#8221;, <i>Journal of Business and Economic Statistics<\/i>, <i>12<\/i> (4),  413-417<\/p>\t\t<\/p>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n\n","protected":false},"excerpt":{"rendered":"","protected":false},"featured_media":0,"template":"","meta":{"_acf_changed":false,"inline_featured_image":false,"bu_is_from_api":true,"buID":"U87173897","lastName":"Jacquier","firstName":"Eric","middleName":"","suffixName":"","phone":"617-353-8901","email":"jacquier@bu.edu","pronouns":"","cv":"http:\/\/questromapps.bu.edu\/faculty\/uploadFiles\/cvUploadsProfile\/FE_Jacquier_Eric_CV.pdf","website":"","office":"548B","address":"595 Commonwealth Ave","bio":"","bu_profile_image_url":"http:\/\/questromapps.bu.edu\/images\/facstaff\/JacquierEric.jpg","position":["Clinical Professor, Finance"],"education":["PhD, Booth School of Business, University of Chicago, 1991"],"publications":["Jacquier, E., Polson, N., Rossi, P. (2018). Bayesian Analysis of Stochastic Volatility. In Torben, Andersen., Tim, Bollerslev. (Eds.), \"Volatility\", <i>Edward Elgar Publishing<\/i>","Okou, C., Jacquier, E. (2016). \"Horizon effect in the term structure of long-run risk-return trade-offs\", <i>Computational Statistics and Data Analysis<\/i>, <i>100<\/i> 445-466","Kontoghiorghes, E., Van Dijk, H., Belsley, D., Bollerslev, T., Diebold, F., Dufour, J., Engle, R., Harvey, A., Koopman, S., Pesaran, H., Phillips, P., Smith, R., West, M., Yao, Q., Amendola, A., Billio, M., Chen, C., Chiarella, C., Colubi, A., Deistler, M., Francq, C., Hallin, M., Jacquier, E., Judd, K., Koop, G., Luetkepohl, H., MacKinnon, J., Mittnik, S., Omori, Y., Pollock, D., Proietti, T., Rombouts, J., Scaillet, O., Semmler, W., So, M., Steel, M., Taylor, R., Tzavalis, E., Zakoian, J., Boswijk, H., Luati, A., Maheu, J. (2014). \"CFEnetwork: The Annals of Computational and Financial Econometrics 2nd Issue\", <i>Computational Statistics and Data Analysis<\/i>, <i>76<\/i> 1-3","Jacquier, E., Okou, C. (2014). \"Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships\", <i>Journal of Financial Econometrics<\/i>, <i>12<\/i> (3),  544-583","Jacquier, E., Polson, N. (2013). Asset Allocation in Finance: A Bayesian Perspective.\"Bayesian Theory and Applications\", <i>Oxford University Press<\/i>","Jacquier, E. (2013). Modern Portfolio Theory.\"Portfolio Theory and Management\", <i>Oxford University Press<\/i>","Boyer, M., Jacquier, E., Van Norden, S. (2012). \"Are Underwriting Cycles Real and Forecastable?\", <i>Journal of Risk and Insurance<\/i>, <i>79<\/i> (4),  995-1015","Jacquier, E., Polson, N. (2011). Bayesian Econometrics in Finance.\"The Oxford Handbook of Bayesian Econometrics\", <i>Oxford University Press<\/i>","Jacquier, E., Titman, S., Yalcin, A. (2010). \"Predicting systematic risk: Implications from growth options\", <i>Journal of Empirical Finance<\/i>, <i>17<\/i> (5),  991-1005","Jacquier, E., Polson, N. (2010). Bayesian Decision-based Estimation and Predictive Inference.\"Frontiers of Statistical Decision Making and Bayesian Analysis In Honor of James O. Berger\", <i>Springer Science & Business Media<\/i>","Dupuis, D., Jacquier, E., Papageorgiou, N., Remillard, B. (2009). \"Empirical evidence on the dependence of credit default swaps and equity prices\", <i>Journal of Futures Markets<\/i>, <i>29<\/i> (8),  695-712","Jacquier, E., Polson, N., Rossi, P. (2002). \"Bayesian analysis of stochastic volatility models (Reprinted)\", <i>JOURNAL OF BUSINESS & ECONOMIC STATISTICS<\/i>, <i>20<\/i> (1),  69-87","Jacquier, E., Jarrow, R. (2000). \"Bayesian analysis of contingent claim model error\", <i>JOURNAL OF ECONOMETRICS<\/i>, <i>94<\/i> (1-2),  145-180","Durbin, J., Koopman, S., Smith, J., Shephard, N., Chatfield, C., Young, P., Harvey, A., Bhansali, R., Sahu, S., Doornik, J., Nelder, J., Pitt, M., Aitkin, M., Bartlett, M., Chan, K., Tong, H., Diebold, F., van Dijk, H., Fahrmeir, L., Fruhwirth-Schnatter, S., Gamerman, D., Jacquier, E., Polson, N., Jorgensen, B., Lundbye-Christensen, S., Kitagawa, G., Higuchi, T., Kumar, K., Lee, Y., Maravall, A., Quenneville, B., Thomson, P., Zellner, A. (2000). \"Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paper by Durbin and Koopman\", <i>JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY<\/i>, <i>62<\/i> 29-56","Jacquier, \u00c9., Polson, N., Rossi, P. (1995). \"Models and Priors for Multivariate Stochastic Volatility\", ","Jacquier, E., Polson, N., Rossi, P. (1994). \"Bayesian-Analysis of Stochastic Volatility Models\", <i>Journal of Business and Economic Statistics<\/i>, <i>12<\/i> (4),  371-389","Jacquier, E., Polson, N., Rossi, P. (1994). \"Bayesian-Analysis of Stochastic Volatility Models - Reply\", <i>Journal of Business and Economic Statistics<\/i>, <i>12<\/i> (4),  413-417"],"presentations":[],"awards_honors":["2014, Teaching Award Math. 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