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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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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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Interest rate dynamics and consistent forward rate curves
Björk, Tomas; Christensen, Bent Jesper - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 323-348
Persistent link: https://www.econbiz.de/10001444264
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Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper - 1997
Persistent link: https://www.econbiz.de/10000976604
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Some control theoretic aspects of interest rate theory
Björk, Tomas; Christensen, Bent Jesper; Gombani, Andrea - 1998
Persistent link: https://www.econbiz.de/10000995463
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Approximate distributions in essentially linear models
An, Mark Yuying - 1998
Persistent link: https://www.econbiz.de/10000992531
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Simulated moment methods for empirical equivalent martingale measures
Christensen, Bent Jesper; Kiefer, Nicholas M. - 1999
Persistent link: https://www.econbiz.de/10001393943
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Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper - In: Journal of econometrics 79 (1997) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10001335932
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The exact likelihood function for an empirical job search model
Christensen, Bent Jesper - In: Econometric theory 7 (1991) 4, pp. 464-486
Persistent link: https://www.econbiz.de/10001117738
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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