Jens H. E. Christensen

Finance · 2010–2017

A researcher in the Science corpus: 6 papers; trusts 20 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Jens H. E. Christensen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. G. Duffee
  2. Leo Krippner
  3. Glenn D. Rudebusch
  4. Francis X. Diebold
  5. Kenneth J. Singleton
  6. Qiang Dai
  7. Don H. Kim
  8. Damir Filipovi'c
  9. Robert Fildes
  10. James D. Hamilton

Who trusts Jens H. E. Christensen overall

  1. Glenn D. Rudebusch
  2. Anna Cieślak
  3. M. M. Andreasen
  4. R. Gürkaynak
  5. James D. Hamilton
  6. Carlo Altavilla
  7. Jean-Sébastien Fontaine
  8. J. Wu
  9. Martin Weale
  10. A. Schrimpf

Papers from Jens H. E. Christensen's perspective

Ordered by how strongly the researchers Jens H. E. Christensen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. A New Perspective on Gaussian Dynamic Term Structure Models
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. Market Price of Risk Specifications for Affine Models: Theory and Evidence
  6. Time Series Analysis by State Space Methods
  7. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  8. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  9. Generalized autoregressive conditional heteroskedasticity
  10. Quadratic Term Structure Models: Theory and Evidence

Their papers