Concepedia
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Publications
8
Citations
1.6K
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Active since
1996
Affiliations
Aarhus Business College(Current)
Aarhus University
Jesper Lund is an author at Aarhus Business College specializing in economics, financial economics, and business.
Publications per year
1996–2004
An Empirical Investigation of Continuous‐Time Equity Return Models
Torben G. Andersen, Luca Benzoni, Jesper Lund · The Journal of Finance · 2002 · 941 citations · Full text
Business, Economics, Finance +17
Estimating continuous-time stochastic volatility models of the short-term interest rate
Torben G. Andersen, Jesper Lund · Journal of Econometrics · 1997 · 519 citations
Business, Economics, Finance +14
GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
Jesper Lund, Tom Engsted · Journal of International Money and Finance · 1996 · 65 citations
Business, Economics, Finance +11
Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature
Jesper Lund, Torben G. Andersen, Luca Benzoni · RePEc: Research Papers in Economics · 2004 · 28 citations
A Model for Studying the Effect of EMU on European Yield Curves
Jesper Lund · European Finance Review · 1999 · 28 citations · Full text
Social Sciences, Economics, Financial Economics +16
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