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The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.; Christensen, Bent Jesper - 2010
Persistent link: https://www.econbiz.de/10003939421
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Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian; Christensen, Bent Jesper - 2010
Persistent link: https://www.econbiz.de/10008857837
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An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper; Wel, Michael van der - 2010
Persistent link: https://www.econbiz.de/10003947812
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Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper; Santucci de Magistris, Paolo - 2010
Persistent link: https://www.econbiz.de/10008651637
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The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper; Posedel Šimović, Petra - 2010
Persistent link: https://www.econbiz.de/10008651660
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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 - 2010
Persistent link: https://www.econbiz.de/10008659427
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Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - 2011
Persistent link: https://www.econbiz.de/10009152334
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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Ørregaard Nielsen, Morten; … - 2012
Persistent link: https://www.econbiz.de/10009531560
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Dynamic global currency hedging
Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - 2016
Persistent link: https://www.econbiz.de/10011421767
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Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - 2015
Persistent link: https://www.econbiz.de/10010529447