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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 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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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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Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481916
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Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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A bivariate duration model of the joint retirement decisions of married couples
An, Mark Yuying; Christensen, Bent Jesper; Gupta, … - 1999
Persistent link: https://www.econbiz.de/10001443284
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The relation between implied and realized volatility
Christensen, Bent Jesper - In: Journal of financial economics 50 (1998) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10001250560
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The relation between implied and realized volatility
Christensen, Bent Jesper; Prabhala, N. R. - 1998
Persistent link: https://www.econbiz.de/10000995465