Optimal control of investment, premium and deductible for a non-life insurance company. / Christensen, Bent Jesper; Parra-Alvarez, Juan Carlos; Serrano, Rafael.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.Research output: Working paper › Research
Targeting predictors in random forest regression. / Borup, Daniel; Christensen, Bent Jesper; Mühlbach, Nicolaj Nørgaard; Nielsen, Mikkel S.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.Research output: Working paper › Research
Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market. / Asmussen, Søren; Christensen, Bent Jesper; Thøgersen, Julie.
In: Insurance: Mathematics and Economics, Vol. 87, 01.07.2019, p. 92-100.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Stackelberg equilibrium premium strategies for push-pull competition in a non-life insurance market with product differentiation. / Asmussen, Søren; Christensen, Bent Jesper; Thøgersen, Julie.
In: Risks, Vol. 7, No. 2, 49, 05.2019.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Assessing predictive accuracy in panel data models with long-range dependence. / Borup, Daniel; Christensen, Bent Jesper; Ergemen, Yunus Emre.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.Research output: Working paper › Research
An asset pricing approach to testing general term structure models. / Christensen, Bent Jesper; van der Wel, Michel.
In: Journal of Financial Economics, Vol. 134, No. 1, 2019, p. 165-191.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination. / Christensen, Bent Jesper; Varneskov, Rasmus T.
In: Journal of Econometrics, Vol. 197, No. 2, 01.04.2017, p. 218-244.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Business on globalization-A panel. / Knudstorp, Jørgen Vig; Maskus, Keith; Teece, David; Christensen, Bent Jesper.
Globalization: Strategies and Effects. Springer, 2017. p. 587-600.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
Introduction to globalization : Strategies and effects. / Christensen, Bent Jesper; Kowalczyk, Carsten.
Globalization: Strategies and Effects. Springer, 2017. p. 1-16.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
Preface. / Christensen, Bent Jesper; Kowalczyk, Carsten.
Globalization: Strategies and Effects. Springer Berlin Heidelberg, 2017. p. vii-viii.Research output: Contribution to book/anthology/report/proceeding › Preface/postscript › Research › peer-review
End-of-Life Medical Spending In Last Twelve Months of Life is Lower than Previously Reported. / French, Eric ; Aragon, Maria; Mccauley, Jeremy ; Bakx, Pieter; Chalkley, Martin; Chen, Stacey H.; Christensen, Bent Jesper; Chuang, Hongwei; Côté-Sergent, Aurelie; De Nardi, Mariacristina; Fan, Elliott; Échevin, Damien; Geoffard, Pierre-Yves; Gastaldi-Ménager, Christelle; Gørtz, Mette; Ibuka, Yoko; Jones, John B.; Kallestrup-Lamb, Malene; Karlsson, Martin; Klein, Tobias J.; de Lagasnerie, Grégoire; Michaud, Pierre-Carl; O’Donnell, Owen; Rice, Nigel; Skinner, Jonathan S.; van Doorslaer, Eddy; Ziebarth, Nicolas R.; Kelly, Elaine.
In: Health Affairs, Vol. 36, No. 7, 2017, p. 1211–1217.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Globalization : Strategies and Effects. / Christensen, Bent Jesper (Editor); Kowalczyk, Carsten Valdemar (Editor).
Berlin : Springer, 2017. 630 p.Research output: Book/anthology/dissertation/report › Anthology › Research › peer-review
Medical Spending in Denmark. / Christensen, Bent Jesper; Gørtz, Mette; Kallestrup-Lamb, Malene.
In: Fiscal Studies, Vol. 37, No. 3-4, 6, 21.11.2016, p. 461-497.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Estimating dynamic equilibrium models using mixed frequency macro and financial data. / Christensen, Bent Jesper; Posch, Olaf; Van Der Wel, Michel.
In: Journal of Econometrics, Vol. 194, No. 1, 01.09.2016, p. 116-137.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Dynamic Global Currency Hedging. / Christensen, Bent Jesper; Varneskov, Rasmus T.
Aarhus, 2016.Research output: Working paper › Research
Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination. / Christensen, Bent Jesper; Varneskov, Rasmus T.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.Research output: Working paper › Research
Retirement and Health in the Nordic Welfare State. / Gupta, Nabanita Datta; Christensen, Bent Jesper.
In: Nordic Economic Policy Review, Vol. 2015, No. 2, 2015, p. 173-195.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The SR Approach: A New Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models. / Andreasen, Martin Møller; Christensen, Bent Jesper.
In: Journal of Econometrics, Vol. 184, No. 2, 2015, p. 420-451.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The impact of financial crises on the risk-return tradeoff and the leverage effect. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.
In: Economic Modelling, Vol. 49, 2015, p. 407-418.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A unified framework for testing in the linear regression model under unknown order of fractional integration. / Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, Philipp.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.Research output: Working paper › Research
Portfolio size as function of the premium : modelling and optimization. / Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael.
In: Stochastics, Vol. 85, No. 4, 19.06.2013, p. 575-588.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Portfolio size as function of the premium : modelling and optimization. / Asmussen, S.; Christensen, B.J.; Taksar, Michael.
In: Stochastics: An International Journal of Probability and Stochastic Processes , Vol. 85, No. 4 (Taksar Memorial Issue), 2013, p. 575-588.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Portfolio size as funktion of the premium: modeling and optimization. / Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael I.
T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2013.Research output: Working paper › Research
Semiparametric Inference in a GARCH-in-Mean Model. / Christensen, Bent Jesper; Dahl, Christian Møller; Iglesias, Emma .
In: Journal of Econometrics, Vol. 167, No. 2, 2012, p. 458-472.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior. / Christensen, Bent Jesper; Kallestrup-Lamb, Malene.
In: Health Economics, Vol. 21, No. S1, 2012, p. 56-100.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The impact of financial crises on the risk-return tradeoff and the leverage effect. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Estimating Dynamic Equilibrium Models using Macro and Financial Data. / Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel.
CREATES, Institut for Økonomi, Aarhus Universitet, 2011.Research output: Working paper › Research
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction. / Bollerslev, Tim; Christensen, Bent Jesper; Haldrup, Niels; Lunde, Asger.
In: Journal of Time Series Econometrics, Vol. 3, No. 1, Article 1, 2011.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
In: Journal of Econometrics, Vol. 160, No. 1, 2011, p. 48-57.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach. / Bach, Christian; Christensen, Bent Jesper.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses. / Christensen, Bent Jesper; van der Wel, Michel.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Level Shifts in Volatility and the Implied-Realized Volatility Relation. / Christensen, Bent Jesper; de Magistris, Paolo Santucci.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.
In: Journal of Empirical Finance, Vol. 17, No. 3, 2010, p. 460-470.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior. / Christensen, Bent Jesper; Kallestrup-Lamb, Malene.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model. / Christensen, Bent Jesper; Posedel, Petra.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models. / Andreasen, Martin Møller; Christensen, Bent Jesper.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Economic Modeling and Inference. / Christensen, Bent Jesper; Kiefer, Nicholas M.
1 ed. Princeton, N.J. : Princeton University Press, 2009. 488 p.Research output: Book/anthology/dissertation/report › Book › Research
Optimal inference in dynamic models with conditional moment restrictions. / Christensen, Bent Jesper; Sørensen, Michael.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
Semiparametric Inference in a GARCH-in-Mean Model. / Christensen, Bent Jesper; Dahl, Christian Møller; Iglesias, Emma M.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.Research output: Working paper › Research
Market Power in Power Markets: Evidence from Forward Prices of Electricity. / Christensen, Bent Jesper; Jensen, Thomas Elgaard; Mølgaard, Rune.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.Research output: Working paper › Research
The Effect of Long Memory in Volatility on Stock Market Fluctuations. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
In: Review of Economics and Statistics, Vol. 89, No. 4, 2007, p. 684-700.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Effect of Long Memory in Volatility on Stock Market Fluctuations. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2007.Research output: Working paper › Research
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock and Bond Markets. / Christensen, Bent Jesper.
University of Aarhus, 2007.Research output: Working paper › Research
Asymptotic Normality of Narrow-Band Least Squares in the Stationary Fractional Cointegration Model and Volatility Forecasting. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
In: Journal of Econometrics, Vol. 133, 2006, p. 343-371.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Forecasting Exchange Rate Volatility in the Presence of Jumps. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2006.Research output: Working paper › Research
Investment in Advertising Campaigns and Search: Identification and Inference in Marketing and Dynamic Programming Models. / Christensen, Bent Jesper; Kiefer, Nicholas M.
Structural Models of Wage and Employment Dynamics. ed. / Henning Bunzel; Bent Jesper Christensen; George R. Neumann; Jean-Marc Rubin. Amsterdam : Pergamon Press, 2006. p. 331-364.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Structural Models of Wage and Employment Dynamics. / Christensen, Bent Jesper (Editor); Bunzel, Henning (Editor); Neumann, George R. (Editor); Rubin, Jean-Marc (Editor).
Amsterdam : Pergamon Press, 2006. 612 p.Research output: Book/anthology/dissertation/report › Anthology › Research
The Implied-Realized Volatility Relation With Jumps in Underlying Asset Prices. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
2006. Paper presented at American Finance Association Annual Meeting, Boston, United States.Research output: Contribution to conference › Paper › Research › peer-review
The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2006.Research output: Working paper › Research
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Christensen, Bent Jesper; Busch, Thomas; Nielsen, Morten Ørregaard.
2006. Paper presented at CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.Research output: Contribution to conference › Paper › Research › peer-review
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Christensen, Bent Jesper; Busch, Thomas; Nielsen, Morten Ørregaard.
2006.Research output: Working paper › Research
Forward and Spot prices: the "En primeur" Bordeaux Wine Market. / Meunier, Valerie; Christensen, Bent Jesper.
2005.Research output: Working paper › Research
Labor Mobility in Bolivia: A Comparison of Public and Private Sector Employees. / Andersen, Lykke Eg; Christensen, Bent Jesper; Delgadillo, Claudia.
In: Latin American Journal of Economic Development, 2005, p. 43-64.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
On the Job Search and the Wage Distribution. / Christensen, Bent Jesper; Lentz, Rasmus; Mortensen, Dale; Neumann, George; Werwatz, Axel.
In: Journal of Labor Economics, Vol. 23, 2005, p. 31-58.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Effect of Long Memory in Volatility on Stock Market Fluctuations. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2005.Research output: Working paper › Research
The implied-realized volatility relation with jumps in underlying asset prices. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.
2005.Research output: Working paper › Research
Introduction to Special Issue on the Econometrics of Social Insurance. / Christensen, B.J.; Datta Gupta, N.; Rust, J.
In: Journal of Applied Econometrics, 2004, p. 647-648.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Invariance Tests of Forward Rate Models. / Christensen, B.J.; Jensen, M.S.
2004.Research output: Working paper › Research
Latent Utility Shocks in a Structural Empirical Asset Pricing Model. / Christensen, B.J.; Raahauge, P.
Afdeling for Virksomhedsledelse, Institut for Økonomi, Aarhus Universitet, 2004.Research output: Working paper › Research
Multivariate Mixed Proportional Hazard Modelling of the Joint Retirement of Married Couples. / Christensen, B.J.; An, M.; Datta Gupta, N.
In: Journal of Applied Econometrics, Vol. 19, 2004, p. 687-704.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Financial risk modelling and econometric inference. / Christensen, B.J.
In: Acta Applicanda Mathematicae, 2003, p. 73-85.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Financial risk, volatility modelling and econometric inference. / Christensen, B.J.
Afdeling for Virksomhedsledelse, IfØ, Aarhus Universitet, 2003.Research output: Working paper › Research
On pensions and retirement: bivariate mixed proportional hazard modelling of the joint retirement of married couples. / Christensen, B.J.; Gupta, N.D.
Afdeling for Virksomhedsledelse, IfØ, Aarhus Universitet, 2003.Research output: Working paper › Research
Finansiering og investeringsplanlægning for små og mellemstore danske virksomheder. / Christensen, B.J.; Voxted, Søren (Editor).
Den ledelsesmæssige udfordring i små og mellemstore virksomheder. ISBN: 87-593-31015-4. ed. Frederiksberg : Samfundslitteratur, 2002. p. 123-146.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Finansiering, kapitalstruktur og investeringsplanlægning for små og mellemstore danske virksomheder. / Christensen, B.J.
Afdeling for Virksomhedsledelse, Aarhus Universitet, 2002.Research output: Working paper › Research
New Evidence on the Implied-Realized Volatility Relation. / Christensen, B.J.; Hansen, C.S.
In: The European Journal of Finance, 2002, p. 187-205.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation. / Christensen, B.J.; Nielsen, M.Ø.
Afdeling for Virksomhedsledelse, Aarhus Universitet, 2002.Research output: Working paper › Research
Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics' / Christensen, B.J.
In: Journal of the Royal Statistical Society, Series B, Vol. 63, 2001, p. 219-219.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Letter › Research
Estimation and inference in optimal stopping models of options and search. / Christensen, Bent Jesper; Kiefer, N.M.
2001.Research output: Working paper › Research
Management and Employee Compensation Policy, and matched Data on Private Firms: A No Arbitrage Asset Pricing Approach to On-the Job Search and the Wage Distribution. / Christensen, Bent Jesper; Lentz, R.; Mortensen, D.T.; Neumann, G.R.; Wervatz, A.
Institut for Økonomi, 2001.Research output: Working paper › Research
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. / Christensen, B.J.; Poulsen, R.
In: Monte Carlo Methods and Applications, 2001, p. 111-124.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Optimal Inference in Diffusion Models of the Short Rate of Interest. / Christensen, Bent Jesper; Poulsen, R.; Sørensen, M.
2001.Research output: Working paper › Research
Specification and Estimation of Equilibrium Search Models. / Bunzel, H.; Christensen, B.J.; Jensen, Peter; Kiefer, N.M.; Korsholm, L.; Muus, L.; Neumann, G.; Rosholm, Michael.
In: Review of Economic Dynamics, 2001, p. 90-126.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Equilibrium Search with Human Capital Accumulation. / Christensen, Bent Jesper; Bunzel, Henning; Kiefer, Nicholas M.; Korsholm, Lars.
Panel Data and Structural Labour Market Models. ed. / Henning Bunzel; Bent Jesper Christensen; Peter Jensen; Nicholas M. Kiefer; Dale T. Mortensen. Amsterdam : North-Holland, 2000. p. 107-144.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Panel Data and Structural Labour Market Models : Contributions to Economic Analysis. / Bunzel, Henning; Jensen, Peter (Editor); Christensen, Bent Jesper; Kiefer, Nicholas M. (Editor); Mortensen, Dale T. (Editor).
first ed. Amsterdam : Pergamon Press, 2000. 292 p.Research output: Book/anthology/dissertation/report › Anthology › Research
Panel Data and Structural Labour Market Models. / Christensen, Bent Jesper (Editor); Bunzel, Henning (Editor); Jensen, Peter (Editor); Kiefer, Nicholas M. (Editor); Mortensen, Dale (Editor).
Amsterdam : North-Holland, 2000. 312 p.Research output: Book/anthology/dissertation/report › Anthology › Research
Panel Data, Local Cuts, and Orthogeodesic Models. / Christensen, Bent Jesper; Kiefer, Nicholas M.
In: Bernoulli, Vol. 6, 2000, p. 667-678.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Simulated Moment Methods for Empirical Equivalent Martingale Measures. / Christensen, Bent Jesper; Kiefer, Nicholas M.
Simulation-Based Inference in Econometrics. ed. / Roberto Mariano; Til Schuermann; Melvyn J. Weeks. Cambridge : Cambridge University Press, 2000. p. 183-204.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
The Effect of Pension Reform on Danish Married Couples' Withdrawal from the Labour Market. / Christensen, Bent Jesper; Datta Gupta, Nabanita.
In: Danish Journal of Economics, Vol. 138, 2000, p. 222-242.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data. / Christensen, Bent Jesper; Jensen, Peter; Svarer, Michael; Poulsen, Kim; Rosholm, Michael.
Panel Data and Structural Labour Market Models. ed. / Henning Bunzel; Bent Jesper Christensen; Peter Jensen; Nicholas M. Kiefer; Dale T. Mortensen. Amsterdam : North-Holland, 2000. p. 85-106.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Udviklingslinier i Økonometrien. / Bunzel, Henning; Christensen, Bent Jesper; Haldrup, Niels; Hylleberg, Svend; Høst, Viggo; Jensen, Peter; Wurtz, Allan.
Udviklingslinier i Økonomisk Teori. ed. / Christian Hjort-Andersen. København : Djøf Forlag, 2000. p. 47-105.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Comment on ‘Stochastic Volatility and Stochastic Interest Rates in Index Option Pricing' / Christensen, Bent Jesper.
In: European Financial Review, Vol. 3, 1999, p. 311-317.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Letter › Research
Interest Rate Dynamics and Consistent Forward Rate Curves. / Christensen, Bent Jesper; Bjork, Tomas.
In: Mathematical Finance, Vol. 9, 1999, p. 323-348.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Some Control Theoretic Aspects of Interest Rate Theory. / Christensen, Bent Jesper; Bjork, Tomas; Gombani, Andrea.
In: Insurance: Mathematics and Economics, Vol. 50, 1998, p. 17-23.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Implied-Realized Volatility Relation Revisited. / Christensen, Bent Jesper; Hansen, Charlotte Strunk.
Symposium i Anvendt Statistik. ed. / Viggo Høst; Hans Jørgen Juhl. School of Economics and Management, University of Aarhus, 1998. p. 39-64.Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research
The Relation Between Implied and Realized Volatility. / Christensen, Bent Jesper; Prabhala, Nagpurnanand.
In: Journal of Financial Economics, Vol. 50, 1998, p. 125-150.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Inference in non-linear panel models with partially missing observations the case of the equilibrium search model. / Christensen, Bent Jesper; Kiefer, Nicholas M.
In: Journal of Econometrics, Vol. 79, No. 2, 01.01.1997, p. 201-219.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Inference in Non-Linear Panels With Partially Missing Observations: The Case of the Equilibrium Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.
In: Journal of Econometrics, Vol. 79, 1997, p. 201-219.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Efficiency Gains in Beta-Pricing Models. / Christensen, Bent Jesper.
In: Mathematical Finance, Vol. 4, 1994, p. 143-154.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Local Cuts and Separate Inference. / Christensen, Bent Jesper; Kiefer, Nicholas M.
In: Scandinavian Journal of Statistics, Vol. 21, 1994, p. 389-401.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Measurement Error in the Prototypal Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.
In: Journal of Labor Economics, Vol. 12, 1994, p. 618-639.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Inferential Separation in the Prototypal Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.
Panel Data and Labour Market Dynamics. ed. / Henning Bunzel; Peter Jensen; Niels Westergaard-Nielsen. Amsterdam : North-Holland, 1993. p. 231-244.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Minimum Variance Estimation in the Canonical Incomplete Information Investment Model. / Christensen, Bent Jesper.
In: Journal of Quantitative Economics, Vol. 7, 1991, p. 323-330.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Exact Likelihood Function for an Empirical Job Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.
In: Econometric Theory, Vol. 7, 1991, p. 464-486.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review