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CREATES research paper
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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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2
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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3
The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
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2010
Persistent link: https://www.econbiz.de/10008651660
Saved in:
4
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
Saved in:
5
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
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6
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
Saved in:
7
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
-
2012
Persistent link: https://www.econbiz.de/10009531560
Saved in:
8
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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9
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
Saved in:
10
Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2016
Persistent link: https://www.econbiz.de/10011421767
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