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Are house prices characterized by threshold effects? : evidence from developed and post-transition countries
Posedel Šimović, Petra; Vizek, Maruška - In: Finance a úvěr 61 (2011) 6, pp. 584-600
Persistent link: https://www.econbiz.de/10009389758
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Searching high and low : extremal dependence of international sovereign bond markets
Basrak, Bojan; Posedel Šimović, Petra; Tkalec, Marina; … - 2016
Persistent link: https://www.econbiz.de/10011548160
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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; Prabhala, N. R. - 1998
Persistent link: https://www.econbiz.de/10000995465
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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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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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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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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