Bent Jesper Christensen

Finance · 2005–2007

A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

• Finance — 40 citations into it; #2,202 of 10,518 by trust here, #3,667 by citations
• Economics and Econometrics — 37 citations into it; #4,399 of 23,481 by trust here, #6,263 by citations
• Statistics and Probability — 9 citations into it

Whom Bent Jesper Christensen trusts overall

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

1. Peter M. Robinson
2. Torben G. Andersen
3. Morten Ørregaard Nielsen
4. Ole E. Barndorff-Nielsen
5. Tim Bollerslev
6. Jan Beran
7. Carlos Velasco
8. Willa W. Chen
9. Fulvio Corsi
10. N. Shephard

Who trusts Bent Jesper Christensen overall

1. Morten Ørregaard Nielsen
2. Katsumi Shimotsu
3. Tim Bollerslev
4. S. Bonhomme
5. Jesper Bagger
6. Peter M. Robinson
7. David Card
8. Rasmus Lentz
9. Grégory Jolivet
10. Daniela Osterrieder

Papers from Bent Jesper Christensen's perspective

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

1. Statistics for long-memory processes
2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
3. An empirical investigation of continuous-time equity return models
4. The Pricing of Options and Corporate Liabilities
5. MODELING AND FORECASTING REALIZED VOLATILITY
6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
7. Generalized autoregressive conditional heteroskedasticity
8. Narrow-Band Analysis of Nonstationary Processes
9. Estimating Fractional Cointegration in the Presence of Polynomial Trends
10. A Simple Approximate Long-Memory Model of Realized Volatility

Their papers

• The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (2007) — 340 citations
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (2006) — 131 citations
• On‐the‐Job Search and the Wage Distribution (2005) — 252 citations