Concepedia

Bent Jesper Christensen

BJ

Statistics

Publications

52

Citations

3.7K

H-Index

26

Active since

1991

Affiliations

Aarhus University(Current)

Northwestern University

Cornell University

National Institute of Standards and Technology

Queen's University

Bent Jesper Christensen is an author at Aarhus University specializing in economics, financial economics, and finance.

Publications per year

1991–2022

52

Publications

52

The relation between implied and realized volatility

Bent Jesper Christensen, Nagpurnanand Prabhala · Journal of Financial Economics · 1998 · 1.2K citations · Full text

Business, Economics, Finance +17

The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Thomas Busch, Bent Jesper Christensen, Morten Ørregaard Nielsen · Journal of Econometrics · 2010 · 318 citations

Business, Economics, Finance +17

On‐the‐Job Search and the Wage Distribution

Bent Jesper Christensen, Rasmus Lentz, Dale T. Mortensen et al. · Journal of Labor Economics · 2005 · 229 citations

Social Sciences, Economics, Industrial Relations +16

Targeting predictors in random forest regression

Daniel Borup, Bent Jesper Christensen, Nicolaj Søndergaard Mühlbach et al. · International Journal of Forecasting · 2022 · 179 citations · Full text

Computing, Biostatistics, Data Science +7

End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported

Eric French, Jeremy McCauley, María José Aragón et al. · Health Affairs · 2017 · 147 citations · Full text

Social Sciences, Health Policy, End-of-life Care +11

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