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Bent Jesper Christensen
Bent Jesper Christensen
Professor of Economics, Aarhus University
Bestätigte E-Mail-Adresse bei econ.au.dk
Titel
Zitiert von
Zitiert von
Jahr
The relation between implied and realized volatility
BJ Christensen, NR Prabhala
Journal of financial economics 50 (2), 125-150, 1998
14771998
Interest rate dynamics and consistent forward rate curves
T Björk, BJ Christensen
Mathematical Finance 9 (4), 323-348, 1999
4301999
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
3302011
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
2952005
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
1472006
Further evidence on the risk-return relationship
Y Amihud, BJ Christensen, H Mendelson
Graduate School of Business, Stanford University, 1992
1401992
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
1332017
New evidence on the implied-realized volatility relation
BJ Christensen, CS Hansen
The European Journal of Finance 8 (2), 187-205, 2002
1302002
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
912007
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
802004
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
772010
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
652001
The exact likelihood function for an empirical job search model
BJ Christensen, NM Kiefer
Econometric Theory 7 (4), 464-486, 1991
631991
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
532012
Semiparametric inference in a GARCH-in-mean model
BJ Christensen, CM Dahl, EM Iglesias
Journal of Econometrics 167 (2), 458-472, 2012
522012
The telescoping overlap problem in options data
BJ Christensen, CS Hansen, NR Prabhala
Draft Paper, 2001
492001
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
442015
Panel data, local cuts and orthogeodesic models
BJ Christensen, NM Kiefer
Bernoulli, 667-678, 2000
372000
Local cuts and separate inference
BJ Christensen, NM Kiefer
Scandinavian Journal of Statistics, 389-401, 1994
361994
Measurement error in the prototypal job-search model
BJ Christensen, NM Kiefer
Journal of Labor Economics 12 (4), 618-639, 1994
361994
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