Bent Jesper Christensen
Bent Jesper Christensen
Professor of Economics, Aarhus University
Bestätigte E-Mail-Adresse bei
Zitiert von
Zitiert von
The relation between implied and realized volatility
BJ Christensen, NR Prabhala
Journal of financial economics 50 (2), 125-150, 1998
Interest rate dynamics and consistent forward rate curves
T Björk, BJ Christensen
Mathematical Finance 9 (4), 323-348, 1999
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
T Busch, BJ Christensen, MØ Nielsen
Journal of Econometrics 160 (1), 48-57, 2011
On-the-job search and the wage distribution
BJ Christensen, R Lentz, DT Mortensen, GR Neumann, A Werwatz
Journal of Labor Economics 23 (1), 31-58, 2005
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
BJ Christensen, MØ Nielsen
Journal of Econometrics 133 (1), 343-371, 2006
Further evidence on the risk-return relationship
Y Amihud, BJ Christensen, H Mendelson
Graduate School of Business, Stanford University, 1992
End-of-life medical spending in last twelve months of life is lower than previously reported
EB French, J McCauley, M Aragon, P Bakx, M Chalkley, SH Chen, ...
Health Affairs 36 (7), 1211-1217, 2017
New evidence on the implied-realized volatility relation
BJ Christensen, CS Hansen
The European Journal of Finance 8 (2), 187-205, 2002
The effect of long memory in volatility on stock market fluctuations
BJ Christensen, MØ Nielsen
The Review of Economics and Statistics 89 (4), 684-700, 2007
Multivariate mixed proportional hazard modelling of the joint retirement of married couples
MY An, BJ Christensen, ND Gupta
Journal of Applied Econometrics 19 (6), 687-704, 2004
Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model
BJ Christensen, MØ Nielsen, J Zhu
Journal of Empirical Finance 17 (3), 460-470, 2010
Specification and estimation of equilibrium search models
H Bunzel, BJ Christensen, P Jensen, NM Kiefer, L Korsholm, L Muus, ...
Review of Economic Dynamics 4 (1), 90-126, 2001
The exact likelihood function for an empirical job search model
BJ Christensen, NM Kiefer
Econometric Theory 7 (4), 464-486, 1991
The impact of health changes on labor supply: evidence from merged data on individual objective medical diagnosis codes and early retirement behavior
BJ Christensen, M Kallestrup‐Lamb
Health economics 21, 56-100, 2012
Semiparametric inference in a GARCH-in-mean model
BJ Christensen, CM Dahl, EM Iglesias
Journal of Econometrics 167 (2), 458-472, 2012
The telescoping overlap problem in options data
BJ Christensen, CS Hansen, NR Prabhala
Draft Paper, 2001
The impact of financial crises on the risk–return tradeoff and the leverage effect
BJ Christensen, MØ Nielsen, J Zhu
Economic Modelling 49, 407-418, 2015
Panel data, local cuts and orthogeodesic models
BJ Christensen, NM Kiefer
Bernoulli, 667-678, 2000
Local cuts and separate inference
BJ Christensen, NM Kiefer
Scandinavian Journal of Statistics, 389-401, 1994
Measurement error in the prototypal job-search model
BJ Christensen, NM Kiefer
Journal of Labor Economics 12 (4), 618-639, 1994
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