Bent Jesper Christensen
Bent Jesper Christensen is professor of finance at the Department of Economics and Business Economics. He was trained as a mathematical economist at Aarhus University and got his PhD degree in economics from Cornell University in 1990. His research interests are broad and cover in particular time series analysis, asset pricing and financial econometrics. Christensen has published extensively in the best econometrics and finance journals including Journal of Econometrics, Econometrics Journal, Journal of Financial Economics, and Review of Economics and Statistics. He is member of the editorial board for Mathematical Finance.
Bent Jesper is Director of the Dale T. Mortensen Centre.
Christensen, B. J., Datta Gupta, N. & Rust, J. (2004). Introduction to Special Issue on the Econometrics of Social Insurance. Journal of Applied Econometrics, 647-648.
Christensen, B. J. & Raahauge, P. (2004). Latent Utility Shocks in a Structural Empirical Asset Pricing Model. http://www.econ.au.dk/afv/wp/2004.htm
An, M. Y., Christensen, B. J. & Gupta, N. D. (2004). Multivariate Mixed Proportional Hazard Modelling of the Joint Retirement of Married Couples. Journal of Applied Econometrics, 19(6), 687-704. https://doi.org/10.1002/jae.783
Christensen, B. J. (2003). Financial risk modelling and econometric inference. Acta Applicanda Mathematicae, 73-85.
Christensen, B. J. (2003). Financial risk, volatility modelling and econometric inference. http://www.econ.au.dk/afv/default.htm
Christensen, B. J. & Gupta, N. D. (2003). On pensions and retirement: bivariate mixed proportional hazard modelling of the joint retirement of married couples.
Christensen, B. J. & Voxted, S. (red.) (2002). Finansiering og investeringsplanlægning for små og mellemstore danske virksomheder. I Den ledelsesmæssige udfordring i små og mellemstore virksomheder (ISBN: 87-593-31015-4 udg., s. 123-146). Samfundslitteratur.
Christensen, B. J. (2002). Finansiering, kapitalstruktur og investeringsplanlægning for små og mellemstore danske virksomheder. http://www.econ.au.dk/afv/default.htm
Christensen, B. J. & Hansen, C. S. (2002). New Evidence on the Implied-Realized Volatility Relation. The European Journal of Finance, 187-205.
