The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets von Busch, Thomas, Christensen, Bent Jesper, Nielsen, Morten Ørregaard

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Stackelberg equilibrium premium strategies for push-pull competition in a non-life insurance market with product differentiation von Asmussen, Søren, Christensen, Bent Jesper, Thøgersen, Julie

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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting von Christensen, Bent Jesper, Nielsen, Morten Ørregaard

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On‐the‐Job Search and the Wage Distribution von Christensen, Bent Jesper, Lentz, Rasmus, Mortensen, Dale T., Neumann, George R., Werwatz, Axel

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Interest Rate Dynamics and Consistent Forward Rate Curves von Björk, Tomas, Christensen, Bent Jesper

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Targeting predictors in random forest regression von Borup, Daniel, Christensen, Bent Jesper, Mühlbach, Nicolaj Søndergaard, Nielsen, Mikkel Slot

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Estimation of continuous-time linear DSGE models from discrete-time measurements von Christensen, Bent Jesper, Neri, Luca, Parra-Alvarez, Juan Carlos

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Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination von Christensen, Bent Jesper, Varneskov, Rasmus Tangsgaard

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Optimal control of investment, premium and deductible for a non-life insurance company von Christensen, Bent Jesper, Parra-Alvarez, Juan Carlos, Serrano, Rafael

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The incremental information in the yield curve about future interest rate risk von Christensen, Bent Jesper, Kjær, Mads Markvart, Veliyev, Bezirgen

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Climate, wind energy, and CO 2 emissions from energy production in Denmark von Carlini, Federico, Christensen, Bent Jesper, Datta Gupta, Nabanita, Santucci de Magistris, Paolo

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Dynamic Global Currency Hedging von Christensen, Bent Jesper, Varneskov, Rasmus Tangsgaard

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Estimating dynamic equilibrium models using mixed frequency macro and financial data von Christensen, Bent Jesper, Posch, Olaf, van der Wel, Michel

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Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market von Asmussen, Søren, Christensen, Bent Jesper, Thøgersen, Julie

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THE IMPACT OF HEALTH CHANGES ON LABOR SUPPLY: EVIDENCE FROM MERGED DATA ON INDIVIDUAL OBJECTIVE MEDICAL DIAGNOSIS CODES AND EARLY RETIREMENT BEHAVIOR von Christensen, Bent Jesper, Kallestrup-Lamb, Malene

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Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting von Christensen, Bent Jesper, Datta Gupta, Nabanita, Santucci de Magistris, Paolo

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The impact of financial crises on the risk–return tradeoff and the leverage effect von Christensen, Bent Jesper, Nielsen, Morten Ørregaard, Zhu, Jie

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The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models von Andreasen, Martin M., Christensen, Bent Jesper

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Medical Spending in Denmark von Christensen, Bent Jesper, Gørtz, Mette, Kallestrup-Lamb, Malene

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