Bent Jesper Christensen : Citation Profile

Aarhus Universitet

18

H index

24

i10 index

1741

Citations

RESEARCH PRODUCTION:

37

Articles

55

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 51
   Journals where Bent Jesper Christensen has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 39 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch701
   Updated: 2025-12-20    RAS profile: 2025-06-10    
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Relations with other researchers

Works with:

Parra-Alvarez, Juan (4)

Datta Gupta, Nabanita (3)

Borup, Daniel (3)

Veliyev, Bezirgen (2)

Santucci de Magistris, Paolo (2)

Santucci de Magistris, Paolo (2)

Serrano, Rafael (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 (27)

Filis, George (20)

Baruník, Jozef (17)

DE TRUCHIS, Gilles (17)

Gautier, Pieter (14)

Diebold, Francis (14)

Robin, Jean-Marc (14)

Postel-Vinay, Fabien (12)

Sibbertsen, Philipp (12)

Caporin, Massimiliano (12)

Nielsen, Morten (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)

Johansen, Soren (14)

Tauchen, George (14)

Main data

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
Mathematical Finance2
Journal of Financial Economics2

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)

YearTitle of citing document
2024Real Estate Price Prediction. (2024). Naz, Rabia. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:3:p:1031-1044.

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

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2024The geometry of multi-curve interest rate models. (2024). Lanaro, Giacomo ; Fontana, Claudio ; Murgoci, Agatha. In: Papers. RePEc:arx:papers:2401.11619.

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2025Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2401.16286.

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2024Dynamically Consistent Analysis of Realized Covariations in Term Structure Models. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2406.19412.

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2024Term structure shapes and their consistent dynamics in the Svensson family. (2024). Sachse, Felix ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2410.08808.

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2024Modeling News Interactions and Influence for Financial Market Prediction. (2024). Ma, Tiejun ; Cohen, Shay B ; Wang, Mengyu. In: Papers. RePEc:arx:papers:2410.10614.

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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). Goulet Coulombe, Philippe ; Goebel, Maximilian ; 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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2025Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options. (2025). Wysocki, Maciej. In: Papers. RePEc:arx:papers:2508.16598.

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2025The Price of Liquidity: Implied Volatility of Automated Market Maker Fees. (2025). Bichuch, Maxim ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2509.23222.

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2025Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging. (2025). Bracha, Zofia ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2510.09247.

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2025Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2511.17304.

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2024Saving after retirement and preferences for residual Wealth. (2024). Holm, Martin ; Pugh, Thomas M ; Fella, Guilio. In: Working Papers. RePEc:bbq:wpaper:0008.

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2024Saving after Retirement and Preferences for Residual Wealth. (2024). Pugh, Thomas Michael ; Holm, Martin ; Fella, Giulio. In: Staff Working Papers. RePEc:bca:bocawp:24-21.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2025Duration Dependence in Finding a Job: Applications, Interviews, and Job Offers. (2025). Zweimüller, Josef ; Osikominu, Aderonke ; Lalive, Rafael ; Pesaresi, Lorenzo ; Zweimueller, Josef ; Zuchuat, Jeremy. In: RF Berlin - CReAM Discussion Paper Series. RePEc:crm:wpaper:2515.

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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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2025Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

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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). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. 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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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2024Labour immobility between industries: Consequences for the macroeconomy. (2024). Basu, Parantap ; Chivers, David ; Park, Changhyun. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000062.

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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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2025The economic value of equity implied volatility forecasting with machine learning. (2025). Borochin, Paul ; Zhao, Yanhui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000404.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; 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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2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

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2025Market perspective on climate actions and clean energy transition. (2025). Xia, Qinqin. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004907.

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2025Validation and optimization of a solar heating plant with a large-scale heat pump. (2025). Tian, Zhiyong ; Wang, Dengjia ; Wu, Jiani ; Kong, Weiqiang ; Gao, Meng ; Fan, Jianhua ; Xu, YI ; Zhan, Chenxuan. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s0360544225005407.

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2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; French, Joseph ; Shin, Seungho ; Naka, Atsuyuki. 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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2024Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

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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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2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. 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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2024Asymmetry and the Cross-section of Option Returns. (2024). Wu, KE ; Wang, Jianqiu ; Zhou, Dexin ; Yang, Sijie. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000508.

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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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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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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 ; Li, Dan ; Drovandi, Christopher. 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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2024Aging populations and expenditures on health. (2024). Menon, Seetha ; Kallestrup-Lamb, Malene ; Sgaard, Jes. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:29:y:2024:i:c:s2212828x24000185.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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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). Shiu, Yung-Ming ; Wu, Tu-Cheng ; Pan, Ging-Ginq. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000374.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2025Option profit and loss attribution and pricing in the Chinese options market. (2025). Ruan, Xinfeng ; Fan, Zheqi ; Jia, Xiaolan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000198.

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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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2025How to progress towards sustainable development by leveraging renewable energy sources, technological advances, and human capital. (2025). Pata, Ugur Korkut. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148125000291.

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

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2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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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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2024The great divergence(s). (2024). Berlingieri, Giuseppe ; Blanchenay, Patrick ; Criscuolo, Chiara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122046.

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2025The macroeconomic impact of chronic disease in the United Kingdom. (2025). Schindler, Yannick ; Scott, Andrew J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128627.

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2025Unemployment dynamics and endogenous unemployment insurance extensions. (2025). Rujiwattanapong, Similan W. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:129058.

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2024Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Cho, Wanhyun ; Na, Myung Hwan ; 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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2025The Wind Parks Distorted Development in Greek Islands—Lessons Learned and Proposals Toward Rational Planning. (2025). Yfanti, Sofia ; Condaxakis, Constantinos ; Katsaprakakis, Dimitris ; Ch, Nikolaos ; Savvakis, Nikos ; Vavvos, Andreas ; Dakanali, Eirini. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:13:p:3311-:d:1686363.

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2025Probabilistic HVAC Load Forecasting Method Based on Transformer Network Considering Multiscale and Multivariable Correlation. (2025). Meng, Zijie ; Cai, Xinlei ; Jin, Xin ; Li, Chao ; Luo, Hongxuan ; Zhu, Zean ; Pan, Tingzhe. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:19:p:5073-:d:1757008.

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2025Urban Subway Station Site Selection Prediction Based on Clustered Demand and Interpretable Machine Learning Models. (2025). Chai, Cong ; Liu, Yun ; Yao, Xin ; Lv, Hang ; Zhou, Dingjie ; Zhao, Xiaoqing ; Xie, Zhiqiang ; Zhu, Quan. In: Land. RePEc:gam:jlands:v:14:y:2025:i:8:p:1612-:d:1720508.

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

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

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2025Saving Motives over the Life-Cycle. (2025). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: Working Papers. RePEc:hka:wpaper:2025-008.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0125.

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2024Saving after retirement and preferences for residual wealth. (2024). Holm, Martin ; Pugh, Thomas M ; Fella, Giulio. In: IFS Working Papers. RePEc:ifs:ifsewp:24/02.

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2024Job Mobility and Assortative Matching. (2024). Dauth, Wolfgang ; Braunschweig, Luisa. In: IZA Discussion Papers. RePEc:iza:izadps:dp17207.

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2024Job Search, Efficiency Wages and Taxes. (2024). Bryson, Alex ; Dale-Olsen, Harald. In: IZA Discussion Papers. RePEc:iza:izadps:dp17385.

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2024Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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2025What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?. (2025). Juneja, Januj. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10644-y.

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2025Measuring and Forecasting Stock Market Volatilities with High-Frequency Data. (2025). Vo, Minh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10674-6.

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2025Wind Turbines, Shadow Flicker, and Real Estate Values. (2025). Hener, Timo ; Andersen, Carsten. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:3:d:10.1007_s10640-024-00947-x.

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2024Deprivation as a fundamental cause of morbidity and reduced life expectancy: an observational study using German statutory health insurance data. (2024). Weinhold, Ines ; Wende, Danny ; Karmann, Alexander. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:24:y:2024:i:2:d:10.1007_s10754-024-09374-3.

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2025Swing option-implied volatility. (2025). Auer, Benjamin R ; Mhlichen, Hermann ; Kohrs, Hendrik. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09214-7.

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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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2024Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models. (2024). Newton, David P ; Huang, Winifred ; Xiao, Chuxuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01279-z.

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2025Saving Motives over the Life-Cycle. (2025). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:125799.

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2024Training and Search On the Job. (2024). Roys, Nicolas ; Lentz, Rasmus. In: Review of Economic Dynamics. RePEc:red:issued:22-237.

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2025Search Costs, Outside Options, and On-the-Job Search. (2025). Miano, Armando. In: CSEF Working Papers. RePEc:sef:csefwp:753.

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2024A general framework to quantify the event importance in multi-event contests. (2024). Goller, Daniel ; Heiniger, Sandro. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:1:d:10.1007_s10479-023-05540-x.

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2025Assessing the Risk of Bitcoin Futures Market: New Evidence. (2025). Dutta, Anupam. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:2:d:10.1007_s40745-024-00517-4.

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2024Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-022-00837-x.

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2024The factor structure of exchange rates volatility: global and intermittent factors. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Vladimir C. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02542-3.

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2025Age, morbidity, and time to death: End-of-life expenditures on health care for the young-old population. (2025). Russo, Antonio Giampiero ; Lucifora, Claudio ; Torrini, Irene. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:26:y:2025:i:6:d:10.1007_s10198-025-01757-8.

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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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2024Cost-efficient payoffs under model ambiguity. (2024). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00547-z.

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2025Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries. (2025). Gil-Alana, Luis ; Gonzlez-Blanch, Mara Jess ; Lafuente, Carmen ; Solarin, Sakiru Adebola. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02034-4.

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2024Live longer, work longer? An investigation of the health capacity to work at older ages in Denmark using combined register and survey data. (2024). Kjr, Trine ; Lauridsen, Jrgen T ; Aaskoven, Maiken Skovrider. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:58:y:2024:i:1:d:10.1186_s12651-024-00360-3.

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2025Testing for wage-specific search intensity. (2025). Rendon, Silvio. 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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2024Implicit profiling estimation for semiparametric models with bundled parameters. (2024). Lin, Yucong ; Liu, Yang ; Hou, Jue ; Su, Jinhua ; Wang, Feifei. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01519-9.

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More than 100 citations found, this list is not complete...

Bent Jesper Christensen has edited the books:

YearTitleTypeCited

Works by Bent Jesper Christensen:

YearTitleTypeCited
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]		paper95
2006Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting.(2006) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 95		article
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper54
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: 54		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]		paper208
2011The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208		article
2008The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets.(2008) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208		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]		paper48
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: 48		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: 48		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]		paper24
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: 24		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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).
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		paper22
2020Targeting predictors in random forest regression.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2023Targeting predictors in random forest regression.(2023) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		article2
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]		article144
1997Interest Rate Dynamics and Consistent Forward Rate Curves.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
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]		paper13
2016Estimating dynamic equilibrium models using mixed frequency macro and financial data.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		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.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
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-.
[Citation analysis]
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-.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
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]		article16
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]		article4
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]		article489
2006Identification and Inference in Dynamic Programming Models In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2000The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data In: Contributions to Economic Analysis.
[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-.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2000Equilibrium Search with Human Capital Accumulation In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter27
1999Equilibrium Search with Human Capital Accumulation..(1999) In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
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).
[Citation analysis]		paper48
2006Structural Models of Wage and Employment Dynamics.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2017End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported In: Post-Print.
[Citation analysis]		paper20
2017End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported.(2017) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2004Latent Utility Shocks in a Structural Empirical Asset Pricing Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2000Effekten af pensionsreform på danske ægtepars udtræden af arbejdsmarkedet In: Nationaløkonomisk tidsskrift.
[Full Text][Citation analysis]		article0
2016Medical Spending in Denmark In: Fiscal Studies.
[Full Text][Citation analysis]		article4
2004Special issue on the econometrics of social insurance In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2004Multivariate mixed proportional hazard modelling of the joint retirement of married couples In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article44
2003On the Job Search and the Wage Distribution In: CAM Working Papers.
[Full Text][Citation analysis]		paper188
2005On-the-Job Search and the Wage Distribution.(2005) In: Journal of Labor Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		article
2000On the job search and the wage distribution.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2022Consumption and Saving after Retirement In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2023Long-term Care in Denmark In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1999Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ In: Review of Finance.
[Full Text][Citation analysis]		article0
2005The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices In: Working Paper.
[Full Text][Citation analysis]		paper2
2005Forecasting Exchange Rate Volatility In The Presence Of Jumps In: Working Paper.
[Full Text][Citation analysis]		paper4
2006The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps In: Working Paper.
[Full Text][Citation analysis]		paper1
2001Specification and Estimation of Equilibrium Search Models In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article29
2010Wage and Productivity Dispersion: Labor Quality or Rent Sharing? In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper30
2014Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper40
2017Health, Retirement and Consumption In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper0
2002New evidence on the implied-realized volatility relation In: The European Journal of Finance.
[Full Text][Citation analysis]		article35
1994Measurement Error in the Prototypal Job-Search Model. In: Journal of Labor Economics.
[Full Text][Citation analysis]		article18

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team