Bent Jesper Christensen

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8448-9752

Department of Economics and Business Economics, Aarhus University, Fuglesangs Allé 4, Aarhus V 8210, Denmark; Center for Research in Econometric Analysis of Time Series, Aarhus University, Fuglesangs Allé 4, Aarhus V 8210, Denmark; Dale T. Mortensen Center, Aarhus University, Fuglesangs Allé 4, Aarhus V 8210, Denmark

Publications

• An asset pricing approach to testing general term structure models — Journal of Financial Economics 2019
• Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ — Review of Finance 1999
• The relation between implied and realized volatility1 — Journal of Financial Economics 1998