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Bent Jesper Christensen
Bent Jesper Christensen
Professor of Economics, Aarhus University
Verified email at econ.au.dk
Title
Cited by
Cited by
Year
The relation between implied and realized volatility
BJ Christensen, NR Prabhala
Journal of financial economics 50 (2), 125-150, 1998
15901998
Interest rate dynamics and consistent forward rate curves
T Björk, BJ Christensen
Mathematical Finance 9 (4), 323-348, 1999
4691999
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
4072011
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
3302005
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
1822017
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
1622006
Further evidence on the risk-return relationship
Y Amihud, BJ Christensen, H Mendelson
Graduate School of Business, Stanford University, 1992
1511992
New evidence on the implied-realized volatility relation
BJ Christensen, CS Hansen
The European Journal of Finance 8 (2), 187-205, 2002
1422002
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
1082007
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
842010
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
832004
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
722001
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
652012
The exact likelihood function for an empirical job search model
BJ Christensen, NM Kiefer
Econometric Theory 7 (4), 464-486, 1991
651991
Targeting predictors in random forest regression
D Borup, BJ Christensen, NS Mühlbach, MS Nielsen
International Journal of Forecasting 39 (2), 841-868, 2023
552023
Semiparametric inference in a GARCH-in-mean model
BJ Christensen, CM Dahl, EM Iglesias
Journal of Econometrics 167 (2), 458-472, 2012
542012
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
532015
The telescoping overlap problem in options data
BJ Christensen, CS Hansen, NR Prabhala
Draft Paper, 2001
522001
Medical spending in Denmark
BJ Christensen, M Gørtz, M Kallestrup‐Lamb
Fiscal studies 37 (3-4), 461-497, 2016
402016
Introduction to globalization: Strategies and effects
BJ Christensen, C Kowalczyk
Globalization: Strategies and Effects, 1-16, 2017
372017
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