Bent Jesper Christensen

Available identifiers

zbMath Open christensen.bent-jesperWikidataQ41804286 ScholiaQ41804286MaRDI QIDQ274924

List of research outcomes

Publication	Date of Publication	Type
Optimal control of investment, premium and deductible for a non-life insurance company	2021-11-19	Paper
Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market	2019-06-17	Paper
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination	2017-03-10	Paper
Semiparametric inference in a GARCH-in-mean model	2016-08-15	Paper
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets	2016-08-10	Paper
Estimating dynamic equilibrium models using mixed frequency macro and financial data	2016-07-27	Paper
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting	2016-04-25	Paper
The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models	2015-05-06	Paper
Portfolio size as function of the premium: modelling and optimization	2014-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q3391746	2009-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4409937	2004-02-04	Paper
Financial risk modelling and econometric inference	2003-12-09	Paper
Panel data, local cuts and orthogeodesic models	2002-04-25	Paper
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion	2002-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q2760404	2002-01-06	Paper
Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’	2001-12-05	Paper
Interest Rate Dynamics and Consistent Forward Rate Curves	2001-11-26	Paper
Ontogenetic scaling of foraging rates and the dynamics of a size-structured consumer-resource model	2001-02-14	Paper
Some system theoretic aspects of interest rate theory	1999-04-11	Paper
EFFICIENCY GAINS IN BETA‐PRICING MODELS1	1998-01-21	Paper
Inference in nonlinear panel models with partially missing observations. The case of the equilibrium search model	1997-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4322395	1995-07-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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