| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
1,113 |
| A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
22 |
2 |
6 |
9 |
85 |
| A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
84 |
| An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses |
0 |
0 |
0 |
19 |
1 |
2 |
2 |
62 |
| Approximate Distributions in Essentially Linear Models |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
403 |
| Approximate Distributions in Essentially Linear Models |
0 |
0 |
0 |
59 |
0 |
2 |
2 |
479 |
| Assessing predictive accuracy in panel data models with long-range dependence |
0 |
0 |
1 |
82 |
3 |
6 |
11 |
178 |
| Consumption and Saving after Retirement |
0 |
0 |
0 |
30 |
2 |
3 |
6 |
39 |
| Dynamic Global Currency Hedging |
0 |
0 |
1 |
46 |
3 |
4 |
5 |
88 |
| End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
86 |
| End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
28 |
| Equilibrium Search with Human Capital Accumulation |
0 |
0 |
0 |
0 |
4 |
6 |
7 |
499 |
| Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data |
0 |
0 |
0 |
23 |
1 |
8 |
10 |
113 |
| Estimating Dynamic Equilibrium Models using Macro and Financial Data |
0 |
0 |
0 |
83 |
5 |
9 |
11 |
114 |
| Estimation of continuous-time linear DSGE models from discrete-time measurements |
2 |
3 |
4 |
99 |
10 |
15 |
33 |
103 |
| Forecasting Exchange Rate Volatility In The Presence Of Jumps |
0 |
0 |
0 |
144 |
3 |
5 |
8 |
576 |
| Forecasting Exchange Rate Volatility in the Presence of Jumps |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
5 |
| Health, Retirement and Consumption |
0 |
1 |
2 |
48 |
2 |
3 |
4 |
86 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
2 |
3 |
6 |
1,378 |
10 |
19 |
36 |
4,341 |
| Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach |
0 |
0 |
0 |
142 |
1 |
4 |
6 |
338 |
| Latent Utility Shocks in a Structural Empirical Asset Pricing Model |
0 |
0 |
0 |
24 |
5 |
5 |
6 |
140 |
| Level Shifts in Volatility and the Implied-Realized Volatility Relation |
0 |
0 |
0 |
105 |
1 |
5 |
5 |
166 |
| Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model |
0 |
0 |
0 |
197 |
2 |
4 |
7 |
517 |
| Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model |
0 |
0 |
0 |
141 |
2 |
6 |
7 |
327 |
| Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
7 |
| Long-term Care in Denmark |
0 |
0 |
1 |
16 |
2 |
4 |
8 |
38 |
| Market Power in Power Markets: Evidence from Forward Prices of Electricity |
0 |
0 |
0 |
188 |
3 |
4 |
4 |
366 |
| Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination |
0 |
0 |
0 |
55 |
0 |
4 |
4 |
133 |
| On the Job Search and the Wage Distribution |
0 |
0 |
0 |
221 |
5 |
9 |
13 |
626 |
| On the job search and the wage distribution |
0 |
0 |
0 |
97 |
4 |
6 |
9 |
424 |
| Optimal control of investment, premium and deductible for a non-life insurance company |
0 |
0 |
1 |
22 |
0 |
4 |
7 |
54 |
| Optimal inference in dynamic models with conditional moment restrictions |
0 |
0 |
1 |
38 |
7 |
9 |
12 |
110 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
644 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
0 |
27 |
4 |
4 |
5 |
102 |
| Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data |
0 |
0 |
0 |
300 |
0 |
3 |
3 |
1,184 |
| Semiparametric Inference in a GARCH-in-Mean Model |
0 |
0 |
0 |
137 |
4 |
6 |
11 |
365 |
| Statistical Manifolds and Separate Inference |
0 |
0 |
0 |
0 |
2 |
7 |
8 |
75 |
| Structural Models of Wage and Employment Dynamics |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
9 |
| Structural Models of Wage and Employment Dynamics |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
59 |
| THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
228 |
| Targeting predictors in random forest regression |
0 |
0 |
1 |
36 |
4 |
8 |
12 |
101 |
| Targeting predictors in random forest regression |
0 |
0 |
0 |
40 |
3 |
5 |
7 |
49 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
0 |
82 |
0 |
2 |
6 |
253 |
| The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
1,078 |
| The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
806 |
| The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect |
0 |
0 |
0 |
115 |
1 |
7 |
9 |
429 |
| The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior |
0 |
0 |
0 |
52 |
4 |
7 |
10 |
158 |
| The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
6 |
| The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices |
0 |
0 |
0 |
195 |
3 |
5 |
5 |
752 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps |
1 |
1 |
1 |
212 |
5 |
20 |
24 |
1,149 |
| The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model |
0 |
0 |
0 |
126 |
4 |
9 |
9 |
310 |
| The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets |
0 |
1 |
2 |
386 |
6 |
10 |
17 |
1,197 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
0 |
1 |
1 |
215 |
6 |
7 |
11 |
619 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
5 |
| The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models |
0 |
0 |
0 |
23 |
2 |
3 |
5 |
77 |
| The impact of financial crises on the risk-return tradeoff and the leverage effect |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
6 |
| The impact of financial crises on the risk-return tradeoff and the leverage effect |
0 |
0 |
0 |
89 |
3 |
4 |
10 |
339 |
| The incremental information in the yield curve about future interest rate risk |
0 |
0 |
0 |
39 |
2 |
3 |
4 |
80 |
| Wage and Productivity Dispersion: Labor Quality or Rent Sharing? |
0 |
0 |
0 |
111 |
3 |
4 |
6 |
389 |
| Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity |
0 |
2 |
6 |
96 |
8 |
15 |
27 |
260 |
| Total Working Papers |
5 |
12 |
28 |
5,595 |
187 |
335 |
488 |
22,461 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An asset pricing approach to testing general term structure models |
0 |
0 |
1 |
27 |
3 |
5 |
7 |
133 |
| Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting |
0 |
0 |
0 |
179 |
1 |
3 |
8 |
431 |
| Climate, wind energy, and CO2 emissions from energy production in Denmark |
0 |
2 |
3 |
5 |
3 |
5 |
12 |
28 |
| Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
23 |
| Dynamic Global Currency Hedging* |
1 |
1 |
2 |
4 |
4 |
6 |
11 |
23 |
| EFFICIENCY GAINS IN BETA‐PRICING MODELS1 |
0 |
0 |
0 |
8 |
2 |
3 |
3 |
39 |
| Effekten af pensionsreform på danske ægtepars udtræden af arbejdsmarkedet |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
7 |
| Estimating dynamic equilibrium models using mixed frequency macro and financial data |
0 |
0 |
0 |
23 |
4 |
6 |
12 |
90 |
| Estimation of continuous-time linear DSGE models from discrete-time measurements |
0 |
1 |
2 |
2 |
7 |
12 |
20 |
23 |
| Inference in non-linear panel models with partially missing observations The case of the equilibrium search model |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
83 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
1 |
1 |
2 |
81 |
8 |
13 |
23 |
234 |
| Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model |
0 |
0 |
2 |
124 |
2 |
6 |
13 |
427 |
| Measurement Error in the Prototypal Job-Search Model |
0 |
0 |
1 |
50 |
1 |
2 |
7 |
225 |
| Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
25 |
| Medical Spending in Denmark |
0 |
0 |
0 |
2 |
3 |
4 |
5 |
31 |
| Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination |
0 |
1 |
1 |
7 |
3 |
4 |
6 |
74 |
| Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion |
0 |
0 |
0 |
3 |
3 |
4 |
6 |
23 |
| Multivariate mixed proportional hazard modelling of the joint retirement of married couples |
0 |
0 |
1 |
281 |
2 |
6 |
9 |
757 |
| Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market |
0 |
0 |
2 |
14 |
2 |
3 |
8 |
49 |
| New evidence on the implied-realized volatility relation |
0 |
1 |
3 |
299 |
4 |
10 |
14 |
991 |
| On-the-Job Search and the Wage Distribution |
1 |
1 |
2 |
646 |
8 |
10 |
18 |
1,524 |
| Optimal control of investment, premium and deductible for a non-life insurance company |
0 |
2 |
2 |
5 |
6 |
11 |
11 |
28 |
| Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction |
0 |
0 |
0 |
30 |
3 |
5 |
7 |
123 |
| Semiparametric inference in a GARCH-in-mean model |
0 |
0 |
0 |
62 |
1 |
2 |
8 |
271 |
| Some system theoretic aspects of interest rate theory |
0 |
0 |
0 |
29 |
4 |
4 |
5 |
86 |
| Special issue on the econometrics of social insurance |
0 |
0 |
0 |
48 |
2 |
5 |
5 |
130 |
| Specification and Estimation of Equilibrium Search Models |
0 |
0 |
0 |
281 |
3 |
5 |
7 |
1,243 |
| Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation |
0 |
0 |
0 |
9 |
3 |
5 |
10 |
80 |
| THE IMPACT OF HEALTH CHANGES ON LABOR SUPPLY: EVIDENCE FROM MERGED DATA ON INDIVIDUAL OBJECTIVE MEDICAL DIAGNOSIS CODES AND EARLY RETIREMENT BEHAVIOR |
0 |
0 |
0 |
0 |
7 |
8 |
13 |
24 |
| Targeting predictors in random forest regression |
1 |
4 |
6 |
18 |
4 |
12 |
22 |
55 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
1 |
202 |
4 |
11 |
16 |
629 |
| The Exact Likelihood Function for an Empirical Job Search Model |
0 |
0 |
0 |
22 |
5 |
8 |
9 |
86 |
| The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models |
0 |
0 |
4 |
44 |
3 |
4 |
11 |
183 |
| The impact of financial crises on the risk–return tradeoff and the leverage effect |
0 |
0 |
1 |
31 |
3 |
3 |
7 |
133 |
| The incremental information in the yield curve about future interest rate risk |
0 |
1 |
1 |
5 |
5 |
9 |
15 |
42 |
| The relation between implied and realized volatility |
2 |
6 |
13 |
550 |
7 |
19 |
50 |
1,277 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets |
0 |
0 |
6 |
401 |
3 |
6 |
32 |
1,433 |
| Total Journal Articles |
6 |
21 |
56 |
3,516 |
125 |
227 |
423 |
11,063 |
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