Bent Jesper Christensen : Citation Profile

Aarhus Universitet

18

H index

24

i10 index

1681

Citations

RESEARCH PRODUCTION:

37

Articles

55

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 49
   Journals where Bent Jesper Christensen has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 38 (2.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch701
   Updated: 2025-04-12    RAS profile: 2025-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Parra-Alvarez, Juan (4)

Datta Gupta, Nabanita (3)

Borup, Daniel (3)

Serrano, Rafael (2)

Veliyev, Bezirgen (2)

Santucci de Magistris, Paolo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bent Jesper Christensen.

Is cited by:

Degiannakis, Stavros (24)

Filis, George (18)

Baruník, Jozef (17)

DE TRUCHIS, Gilles (17)

Gautier, Pieter (14)

Robin, Jean-Marc (14)

Diebold, Francis (14)

Nielsen, Morten (12)

Caporin, Massimiliano (12)

Postel-Vinay, Fabien (12)

Fontaine, Francois (12)

Cites to:

Bollerslev, Tim (63)

Andersen, Torben (58)

Diebold, Francis (49)

Nielsen, Morten (37)

Robin, Jean-Marc (29)

Postel-Vinay, Fabien (23)

Campbell, John (20)

Newey, Whitney (18)

Engle, Robert (15)

Tauchen, George (14)

Blundell, Richard (14)

Main data

Production by document typearticlechapterpaper199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 18Most cited documents12345678910111213141516171819200250500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Bent Jesper Christensen has published?

Journals with more than one article published# docs
Journal of Econometrics8
Insurance: Mathematics and Economics3
Journal of Applied Econometrics2
Journal of Labor Economics2
Journal of Financial Economics2
Mathematical Finance2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University6
NBER Working Papers / National Bureau of Economic Research, Inc2
Post-Print / HAL2

Recent works citing Bent Jesper Christensen (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025Modeling Stock Return Distributions and Pricing Options. (2025). Jiang, Xinxin. In: Papers. RePEc:arx:papers:2503.08666.

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2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2025Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:754-764.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; Naka, Atsuyuki ; Shin, Seungho ; French, Joseph J. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024The impact of health on labour market outcomes: A rapid systematic review. (2024). Suhrcke, Marc ; Fumagalli, Elena ; Pintor, Matteo Pinna. In: Health Policy. RePEc:eee:hepoli:v:143:y:2024:i:c:s0168851024000678.

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2024Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94.

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2024Population aging, pensions, informality and labor market frictions in Lebanon. Reforms and policy choices. (2024). Magnani, Riccardo ; Kamar, Marie-Claude. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000544.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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2024Outlier-robust methods for forecasting realized covariance matrices. (2024). Clements, Adam ; Drovandi, Christopher ; Li, Dan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:392-408.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2024Unemployment effects of the German minimum wage in an equilibrium job search model. (2024). Blömer, Maximilian ; Blmer, Maximilian J ; Guertzgen, Nicole ; Pohlan, Laura ; Stichnoth, Holger ; van den Berg, Gerard J. In: Labour Economics. RePEc:eee:labeco:v:91:y:2024:i:c:s0927537124001222.

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2024Extrapolation and option-implied kurtosis in volatility forecasting. (2024). Wu, Tu-Cheng ; Shiu, Yung-Ming ; Pan, Ging-Ginq. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000374.

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2024Joint retirement of couples: Evidence from discontinuities in Denmark. (2024). Leganza, Jonathan ; Garcia-Miralles, Esteban. In: Journal of Public Economics. RePEc:eee:pubeco:v:230:y:2024:i:c:s0047272723002189.

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2024The great divergence(s). (2024). Berlingieri, Giuseppe ; Criscuolo, Chiara ; Blanchenay, Patrick. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:3:s0048733324000040.

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2024A framework of index system for gauging the sustainability of iranian provinces by fusing analytical hierarchy process (AHP) and rough set theory (RST). (2024). Izbirak, Gokhan ; Khosravi, Faramarz. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001745.

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2024Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Na, Myung Hwan ; Cho, Wanhyun ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235.

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2024Bayesian Inference for Long Memory Stochastic Volatility Models. (2024). Laurini, Márcio ; Chaim, Pedro. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:35-:d:1530826.

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2024Forecasting Realized Covariances Using HAR-Type Models. (2024). Quiroz, Matias ; Manner, Hans ; Tafakori, Laleh. In: Graz Economics Papers. RePEc:grz:wpaper:2024-20.

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2024Zero-Coupon Yield Curve Estimation with the Package termstrc. (2010). Ferstl, Robert ; Hayden, Josef . In: Journal of Statistical Software. RePEc:jss:jstsof:36:i01.

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2024Male investment in schooling with frictional labour and marriage markets. (2024). Bonilla, Roberto ; Kiraly, Francis. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:2:d:10.1007_s11150-023-09660-y.

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2024A hybrid econometrics and machine learning based modeling of realized volatility of natural gas. (2024). Kristjanpoller, Werner. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00577-0.

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2025Testing for wage-specific search intensity. (2025). Rendon, Slvio. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:59:y:2025:i:1:d:10.1186_s12651-024-00389-4.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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Bent Jesper Christensen has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Bent Jesper Christensen:

Year  ↓Title  ↓Type  ↓Cited  ↓
2001Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data In: Economics Working Papers.
[Full Text][Citation analysis]		paper94
2006Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		article
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper52
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations.(2007) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 52		article
2007The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper194
2011The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets.(2011) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 194		article
2008The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets.(2008) In: Working Paper.
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This paper has nother version. Agregated cites: 194		paper
2007Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper47
2010Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2009Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2007Market Power in Power Markets: Evidence from Forward Prices of Electricity In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2008Semiparametric Inference in a GARCH-in-Mean Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper18
2012Semiparametric inference in a GARCH-in-mean model.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2008Optimal inference in dynamic models with conditional moment restrictions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010Level Shifts in Volatility and the Implied-Realized Volatility Relation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2011Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2010The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior In: CREATES Research Papers.
[Full Text][Citation analysis]		paper22
2012THE IMPACT OF HEALTH CHANGES ON LABOR SUPPLY: EVIDENCE FROM MERGED DATA ON INDIVIDUAL OBJECTIVE MEDICAL DIAGNOSIS CODES AND EARLY RETIREMENT BEHAVIOR.(2012) In: Health Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2011Estimating Dynamic Equilibrium Models using Macro and Financial Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2012The impact of financial crises on the risk-return tradeoff and the leverage effect In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2015The impact of financial crises on the risk–return tradeoff and the leverage effect.(2015) In: Economic Modelling.
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This paper has nother version. Agregated cites: 14		article
2012The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect.(2012) In: Working Paper.
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This paper has nother version. Agregated cites: 14		paper
2013A unified framework for testing in the linear regression model under unknown order of fractional integration In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2013A unified framework for testing in the linear regression model under unknown order of fractional integration.(2013) In: Hannover Economic Papers (HEP).
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This paper has nother version. Agregated cites: 0		paper
2015Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 8		article
2016Dynamic Global Currency Hedging In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2021Dynamic Global Currency Hedging*.(2021) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 3		article
2019Assessing predictive accuracy in panel data models with long-range dependence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2020Targeting predictors in random forest regression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2020Targeting predictors in random forest regression.(2020) In: Papers.
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This paper has nother version. Agregated cites: 19		paper
2023Targeting predictors in random forest regression.(2023) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 19		article
2020Optimal control of investment, premium and deductible for a non-life insurance company In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2021Optimal control of investment, premium and deductible for a non-life insurance company.(2021) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 1		article
2021The incremental information in the yield curve about future interest rate risk In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2023The incremental information in the yield curve about future interest rate risk.(2023) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 0		article
2022Estimation of continuous-time linear DSGE models from discrete-time measurements In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2024Estimation of continuous-time linear DSGE models from discrete-time measurements.(2024) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 0		article
2021Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article1
1994EFFICIENCY GAINS IN BETA‐PRICING MODELS1 In: Mathematical Finance.
[Full Text][Citation analysis]		article0
1999Interest Rate Dynamics and Consistent Forward Rate Curves In: Mathematical Finance.
[Full Text][Citation analysis]		article143
1997Interest Rate Dynamics and Consistent Forward Rate Curves.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
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2011Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors Introduction In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2001Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion In: Monte Carlo Methods and Applications.
[Full Text][Citation analysis]		article0
2014Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper12
2016Estimating dynamic equilibrium models using mixed frequency macro and financial data.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 12		article
1991The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory.
[Full Text][Citation analysis]		article18
1990THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research.
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1998Approximate Distributions in Essentially Linear Models In: Working Papers.
[Full Text][Citation analysis]		paper3
1998Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-.
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This paper has nother version. Agregated cites: 3		paper
2000Statistical Manifolds and Separate Inference In: Working Papers.
[Citation analysis]		paper0
2000Panel Data, Local Cuts, and Orthogeodesic Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
1997Panel Data, Local Cuts, and Orthogeodesic Models..(1997) In: Centre for Labour Market and Social Research, Danmark-.
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2015The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
1997Inference in non-linear panel models with partially missing observations The case of the equilibrium search model In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2023Climate, wind energy, and CO2 emissions from energy production in Denmark In: Energy Economics.
[Full Text][Citation analysis]		article0
1998Some system theoretic aspects of interest rate theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2019Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2019An asset pricing approach to testing general term structure models In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2
1998The relation between implied and realized volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article473
In: .
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In: .
[Full Text][Citation analysis]		chapter2
1999The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data..(1999) In: Centre for Labour Market and Social Research, Danmark-.
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In: .
[Full Text][Citation analysis]		chapter27
1999Equilibrium Search with Human Capital Accumulation..(1999) In: Centre for Labour Market and Social Research, Danmark-.
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1999The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples. In: Aarhus School of Business - Department of Economics.
[Citation analysis]		paper1
1999A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples. In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]		paper12
2019Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation In: Risks.
[Full Text][Citation analysis]		article3
2006Structural Models of Wage and Employment Dynamics In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2017End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported In: Post-Print.
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2004Multivariate mixed proportional hazard modelling of the joint retirement of married couples In: Journal of Applied Econometrics.
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2003On the Job Search and the Wage Distribution In: CAM Working Papers.
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2005On-the-Job Search and the Wage Distribution.(2005) In: Journal of Labor Economics.
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2000On the job search and the wage distribution.(2000) In: SFB 373 Discussion Papers.
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1999Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ In: Review of Finance.
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2005Forecasting Exchange Rate Volatility In The Presence Of Jumps In: Working Paper.
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2006The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps In: Working Paper.
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2001Specification and Estimation of Equilibrium Search Models In: Review of Economic Dynamics.
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