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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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On pensions and retirement : bivariate mixed proportional hazard modelling of the joint retirement of married couples
An, Mark Yuying (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851137
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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 (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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New evidence on the implied-realized volatility relation
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas (contributor);  … - 2008
We study the forecasting of future realized volatility in the foreign exchange, stock, and bond markets from variables in the information set, including implied volatility backed out from option prices. Realized volatility is separated into its continuous and jump components, and the...
Persistent link: https://www.econbiz.de/10003762693
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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 information content of treasury bond options concerning future volatility and price jumps
Busch, Thomas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003286582