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Latent utility shocks in a str...
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Theorie
111
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108
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54
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49
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42
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42
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30
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4
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Christensen, Bent Jesper
153
Nielsen, Morten Ørregaard
34
Kiefer, Nicholas M.
19
Busch, Thomas
14
Raahauge, Peter
11
Sørensen, Michael
11
Zhu, Jie
11
Barndorff-Nielsen, Ole E.
10
Wel, Michel van der
9
Christiansen, Charlotte
8
Andersen, Lykke E.
7
Gupta, Nabanita Datta
7
Posch, Olaf
7
Tanggaard, Carsten
7
An, Mark Yuying
6
Borup, Daniel
6
Lunde, Asger
6
Løchte Jørgensen, Peter
6
Neumann, George R.
6
Ørregaard Nielsen, Morten
6
Schmidli, Hanspeter
5
Shephard, Neil G.
5
Strunk Hansen, Charlotte
5
Varneskov, Rasmus Tangsgaard
5
Bechmann, Ken L.
4
Björk, Tomas
4
Engsted, Tom
4
Hansen, Peter Reinhard
4
Kallestrup-Lamb, Malene
4
Santucci de Magistris, Paolo
4
Shepard, Neil
4
Søndergaard Rasmussen, Nicki
4
Werwatz, Axel
4
Andreasen, Martin M.
3
Asmussen, Søren
3
Bunzel, Henning
3
Dahl, Christian M.
3
Di Miscia, Orazio
3
Florentsen, Bjarne
3
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3
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Centre for Analytical Finance <Århus>
122
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12
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4
Instituto de Estudios Avanzados en Desarrollo (INESAD)
3
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2
National Bureau of Economic Research
2
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1
Conference on "Globalization: Strategies and Effects" <2011, Kolding>
1
Conference on Labor Market Models and Matched Employer Employee Data <2004, Sandbjerg>
1
Conference on Social Insurance and Pension Research <2001, Århus>
1
Econometric Society
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
138
CREATES research paper
16
CREATES Research Papers
11
Journal of econometrics
8
Development Research Working Paper Series
6
Queen's Economics Department Working Paper
6
Queen's Economics Department working paper
6
Working paper
5
Working paper / Institut for Finansiering, Handelshøjskolen i København
4
Panel data and structural labour market models
3
Contributions to economic analysis
2
Insurance / Mathematics & economics
2
Journal of applied econometrics
2
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2
Journal of financial economics
2
Journal of labor economics
2
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2
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2
CAM Working Papers
1
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1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
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1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Duration transition and count data models
1
Econometric Society World Congress 2000 Contributed Papers
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ECONIS (ZBW)
240
RePEc
20
EconStor
13
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
2
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
Saved in:
3
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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4
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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5
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
Saved in:
6
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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7
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
Saved in:
8
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481916
Saved in:
9
The equilibrium search model with productivity dispersion and structural unemployment : an application to Danish data
Christensen, Bent Jesper
(
contributor
)
- In:
Panel data and structural labour market models
,
(pp. 85-106)
.
2000
Persistent link: https://www.econbiz.de/10001497867
Saved in:
10
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
-
1999
Persistent link: https://www.econbiz.de/10001456531
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