Bent Jesper Christensen
- Finance top 0.5%
- Financial Risk and Volatility Modeling 26
- Stochastic processes and financial applications 21
- Financial Markets and Investment Strategies 13
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- Monetary Policy and Economic Impact 13
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility 14
- Complex Systems and Time Series Analysis 14
- Nuclear Energy and Engineering top 10%
- Pollution top 5%
- Smart Materials for Construction 5
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- Concrete and Cement Materials Research 9
- Co-authors
- Nagpurnanand PrabhalaMorten Ørregaard NielsenThomas BuschNicholas M. KieferH. M. JenningsThomas O. MasonEdward J. GarbocziGeorge R. Neumann
- Journals
- Journal of Econometrics (8 papers)Journal of Materials Science (4 papers)Insurance Mathematics and Economics (3 papers)
- Partner nations
- DenmarkUnited StatesCanada
In The Last Decade
Bent Jesper Christensen
75 papers receiving 2.3k citations
Hit Papers
Peers
Comparison fields: 5 of 139
- Finance 1.5k
- General Economics, Econometrics and Finance 445
- Economics and Econometrics 1.4k
- Nuclear Energy and Engineering 9
- Pollution 156
Countries citing papers authored by Bent Jesper Christensen
This map shows the geographic impact of Bent Jesper Christensen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bent Jesper Christensen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bent Jesper Christensen more than expected).
Fields of papers citing papers by Bent Jesper Christensen
This network shows the impact of papers produced by Bent Jesper Christensen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bent Jesper Christensen. The network helps show where Bent Jesper Christensen may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Bent Jesper Christensen, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 0 | |
| 2 | 2023 | 10 | |
| 3 | 2021 | 5 | |
| 4 | 2019 | 5 | |
| 5 | 2011 | 2 | |
| 6 | Wage and Productivity Dispersion: Labor Quality or Rent Sharing? | 2010 | 0 |
| 7 | The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model | 2010 | 1 |
| 8 | 2008 | 5 | |
| 9 | Asymptotic Normality of Narrow-Band Least Squares in the Stationary Fractional Cointegration Model and Volatility Forecasting | 2005 | 2 |
| 10 | 2005 | 78 | |
| 11 | 2004 | 1 | |
| 12 | Further Evidence on the Risk-Return Relationship | 2002 | 31 |
| 13 | Panel data, local cuts and orthogeodesic models | 2000 | 26 |
| 14 | 1999 | 13 | |
| 15 | 1999 | 17 | |
| 16 | The relation between implied and realized volatilitybreakdown → | 1998 | 799 |
| 17 | 1995 | 67 | |
| 18 | 1994 | 10 | |
| 19 | On the Dynamics and Information Content of Implied Volatility: A Bivariate Time Series Perspective | 1994 | 2 |
| 20 | Estimation of dynamic programming models | 1990 | 2 |
About Bent Jesper Christensen
Bent Jesper Christensen is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 84 papers that have together received 2.4k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (26 papers), Stochastic processes and financial applications (21 papers), Market Dynamics and Volatility (14 papers), Complex Systems and Time Series Analysis (14 papers), Monetary Policy and Economic Impact (13 papers), Financial Markets and Investment Strategies (13 papers), Concrete and Cement Materials Research (9 papers) and Smart Materials for Construction (5 papers). The work is most often cited by research in Finance (1.5k citations), General Economics, Econometrics and Finance (445 citations) and Economics and Econometrics (1.4k citations). Bent Jesper Christensen has collaborated with scholars based in Denmark, United States and Canada. Frequent co-authors include Nagpurnanand Prabhala, Morten Ørregaard Nielsen, Thomas Busch, Nicholas M. Kiefer, H. M. Jennings, Thomas O. Mason, Edward J. Garboczi, George R. Neumann, Rasmus Lentz and Dale T. Mortensen. Their work appears in journals such as Journal of Econometrics, Journal of Materials Science, Insurance Mathematics and Economics, Journal of Financial Economics and Mathematical Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.