The relation between implied and realized volatility BJ Christensen, NR Prabhala Journal of financial economics 50 (2), 125-150, 1998 | 1583 | 1998 |
Interest rate dynamics and consistent forward rate curves T Björk, BJ Christensen Mathematical Finance 9 (4), 323-348, 1999 | 471 | 1999 |
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets T Busch, BJ Christensen, MØ Nielsen Journal of Econometrics 160 (1), 48-57, 2011 | 406 | 2011 |
On-the-job search and the wage distribution BJ Christensen, R Lentz, DT Mortensen, GR Neumann, A Werwatz Journal of Labor Economics 23 (1), 31-58, 2005 | 329 | 2005 |
End-of-life medical spending in last twelve months of life is lower than previously reported EB French, J McCauley, M Aragon, P Bakx, M Chalkley, SH Chen, ... Health Affairs 36 (7), 1211-1217, 2017 | 186 | 2017 |
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting BJ Christensen, MØ Nielsen Journal of Econometrics 133 (1), 343-371, 2006 | 164 | 2006 |
Further evidence on the risk-return relationship Y Amihud, BJ Christensen, H Mendelson Graduate School of Business, Stanford University, 1992 | 153 | 1992 |
New evidence on the implied-realized volatility relation BJ Christensen, CS Hansen The European Journal of Finance 8 (2), 187-205, 2002 | 139 | 2002 |
The effect of long memory in volatility on stock market fluctuations BJ Christensen, MØ Nielsen The Review of Economics and Statistics 89 (4), 684-700, 2007 | 108 | 2007 |
Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model BJ Christensen, MØ Nielsen, J Zhu Journal of Empirical Finance 17 (3), 460-470, 2010 | 85 | 2010 |
Multivariate mixed proportional hazard modelling of the joint retirement of married couples MY An, BJ Christensen, ND Gupta Journal of Applied Econometrics 19 (6), 687-704, 2004 | 84 | 2004 |
Specification and estimation of equilibrium search models H Bunzel, BJ Christensen, P Jensen, NM Kiefer, L Korsholm, L Muus, ... Review of Economic Dynamics 4 (1), 90-126, 2001 | 72 | 2001 |
The exact likelihood function for an empirical job search model BJ Christensen, NM Kiefer Econometric Theory 7 (4), 464-486, 1991 | 65 | 1991 |
The impact of health changes on labor supply: evidence from merged data on individual objective medical diagnosis codes and early retirement behavior BJ Christensen, M Kallestrup‐Lamb Health economics 21, 56-100, 2012 | 63 | 2012 |
Targeting predictors in random forest regression D Borup, BJ Christensen, NS Mühlbach, MS Nielsen International Journal of Forecasting 39 (2), 841-868, 2023 | 59 | 2023 |
The impact of financial crises on the risk–return tradeoff and the leverage effect BJ Christensen, MØ Nielsen, J Zhu Economic Modelling 49, 407-418, 2015 | 54 | 2015 |
Semiparametric inference in a GARCH-in-mean model BJ Christensen, CM Dahl, EM Iglesias Journal of Econometrics 167 (2), 458-472, 2012 | 54 | 2012 |
The telescoping overlap problem in options data BJ Christensen, CS Hansen, NR Prabhala Draft Paper, 2001 | 52 | 2001 |
Medical spending in Denmark BJ Christensen, M Gørtz, M Kallestrup‐Lamb Fiscal Studies 37 (3-4), 461-497, 2016 | 39 | 2016 |
Introduction to globalization: Strategies and effects BJ Christensen, C Kowalczyk Globalization: Strategies and Effects, 1-16, 2017 | 37 | 2017 |