Bent Jesper Christensen
Bent Jesper Christensen
Professor of Economics, Aarhus University
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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
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
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
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
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
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
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 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
The exact likelihood function for an empirical job search model
BJ Christensen, NM Kiefer
Econometric Theory 7 (4), 464-486, 1991
Targeting predictors in random forest regression
D Borup, BJ Christensen, NS Mühlbach, MS Nielsen
International Journal of Forecasting 39 (2), 841-868, 2023
Semiparametric inference in a GARCH-in-mean model
BJ Christensen, CM Dahl, EM Iglesias
Journal of Econometrics 167 (2), 458-472, 2012
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
The telescoping overlap problem in options data
BJ Christensen, CS Hansen, NR Prabhala
Draft Paper, 2001
Medical spending in Denmark
BJ Christensen, M Gørtz, M Kallestrup‐Lamb
Fiscal studies 37 (3-4), 461-497, 2016
Introduction to globalization: Strategies and effects
BJ Christensen, C Kowalczyk
Globalization: Strategies and Effects, 1-16, 2017
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