| 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 |
0 |
3 |
6 |
1,116 |
| A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
22 |
1 |
2 |
10 |
87 |
| A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
30 |
2 |
3 |
5 |
87 |
| An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
63 |
| Approximate Distributions in Essentially Linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
403 |
| Approximate Distributions in Essentially Linear Models |
0 |
0 |
0 |
59 |
1 |
1 |
3 |
480 |
| Assessing predictive accuracy in panel data models with long-range dependence |
0 |
1 |
2 |
83 |
0 |
1 |
11 |
179 |
| Consumption and Saving after Retirement |
0 |
0 |
0 |
30 |
4 |
5 |
9 |
44 |
| Dynamic Global Currency Hedging |
0 |
0 |
1 |
46 |
3 |
5 |
10 |
93 |
| End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported |
0 |
0 |
0 |
0 |
6 |
10 |
16 |
96 |
| End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported |
0 |
0 |
0 |
1 |
3 |
3 |
5 |
31 |
| Equilibrium Search with Human Capital Accumulation |
0 |
0 |
0 |
0 |
5 |
5 |
12 |
504 |
| Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data |
0 |
0 |
0 |
23 |
2 |
8 |
17 |
121 |
| Estimating Dynamic Equilibrium Models using Macro and Financial Data |
0 |
0 |
0 |
83 |
2 |
3 |
14 |
117 |
| Estimation of continuous-time linear DSGE models from discrete-time measurements |
0 |
1 |
4 |
100 |
2 |
8 |
37 |
111 |
| Forecasting Exchange Rate Volatility In The Presence Of Jumps |
0 |
0 |
0 |
144 |
1 |
2 |
8 |
578 |
| Forecasting Exchange Rate Volatility in the Presence of Jumps |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
| Health, Retirement and Consumption |
0 |
0 |
1 |
48 |
3 |
4 |
7 |
90 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
0 |
1 |
4 |
1,379 |
4 |
11 |
40 |
4,352 |
| Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach |
0 |
0 |
0 |
142 |
3 |
3 |
9 |
341 |
| Latent Utility Shocks in a Structural Empirical Asset Pricing Model |
0 |
0 |
0 |
24 |
1 |
3 |
9 |
143 |
| Level Shifts in Volatility and the Implied-Realized Volatility Relation |
0 |
0 |
0 |
105 |
2 |
3 |
8 |
169 |
| Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model |
0 |
0 |
0 |
197 |
0 |
2 |
9 |
519 |
| Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model |
0 |
0 |
0 |
141 |
2 |
3 |
10 |
330 |
| Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
8 |
| Long-term Care in Denmark |
0 |
0 |
1 |
16 |
3 |
6 |
11 |
44 |
| Market Power in Power Markets: Evidence from Forward Prices of Electricity |
0 |
0 |
0 |
188 |
2 |
3 |
7 |
369 |
| Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination |
0 |
0 |
0 |
55 |
2 |
4 |
8 |
137 |
| On the Job Search and the Wage Distribution |
0 |
0 |
0 |
221 |
0 |
0 |
12 |
626 |
| On the job search and the wage distribution |
0 |
0 |
0 |
97 |
1 |
2 |
9 |
426 |
| Optimal control of investment, premium and deductible for a non-life insurance company |
0 |
1 |
1 |
23 |
2 |
4 |
10 |
58 |
| Optimal inference in dynamic models with conditional moment restrictions |
0 |
0 |
0 |
38 |
2 |
4 |
15 |
114 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
0 |
27 |
0 |
1 |
6 |
103 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
645 |
| Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data |
0 |
0 |
0 |
300 |
2 |
2 |
5 |
1,186 |
| Semiparametric Inference in a GARCH-in-Mean Model |
0 |
0 |
0 |
137 |
5 |
6 |
15 |
371 |
| Statistical Manifolds and Separate Inference |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
77 |
| Structural Models of Wage and Employment Dynamics |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
62 |
| Structural Models of Wage and Employment Dynamics |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
| THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL |
0 |
0 |
0 |
0 |
5 |
5 |
6 |
233 |
| Targeting predictors in random forest regression |
0 |
1 |
2 |
37 |
0 |
2 |
14 |
103 |
| Targeting predictors in random forest regression |
0 |
0 |
0 |
40 |
0 |
0 |
7 |
49 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
0 |
82 |
0 |
4 |
10 |
257 |
| The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
1,081 |
| The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
806 |
| The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect |
0 |
0 |
0 |
115 |
3 |
4 |
13 |
433 |
| 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 |
3 |
3 |
12 |
161 |
| The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
9 |
| The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices |
0 |
0 |
0 |
195 |
7 |
8 |
13 |
760 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps |
0 |
0 |
1 |
212 |
1 |
1 |
23 |
1,150 |
| The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps |
0 |
0 |
0 |
0 |
5 |
6 |
10 |
10 |
| The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model |
0 |
0 |
0 |
126 |
2 |
7 |
16 |
317 |
| The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets |
0 |
1 |
3 |
387 |
3 |
7 |
23 |
1,204 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
0 |
0 |
1 |
215 |
3 |
3 |
14 |
622 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
0 |
0 |
0 |
0 |
4 |
6 |
9 |
11 |
| The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
77 |
| The impact of financial crises on the risk-return tradeoff and the leverage effect |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
10 |
| The impact of financial crises on the risk-return tradeoff and the leverage effect |
0 |
0 |
0 |
89 |
1 |
2 |
11 |
341 |
| The incremental information in the yield curve about future interest rate risk |
0 |
1 |
1 |
40 |
3 |
7 |
11 |
87 |
| Wage and Productivity Dispersion: Labor Quality or Rent Sharing? |
0 |
0 |
0 |
111 |
4 |
6 |
12 |
395 |
| Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity |
0 |
1 |
7 |
97 |
3 |
7 |
31 |
267 |
| Total Working Papers |
0 |
8 |
29 |
5,603 |
122 |
218 |
666 |
22,679 |
| 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 |
2 |
4 |
11 |
137 |
| Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting |
0 |
0 |
0 |
179 |
4 |
4 |
11 |
435 |
| Climate, wind energy, and CO2 emissions from energy production in Denmark |
0 |
0 |
3 |
5 |
5 |
10 |
20 |
38 |
| Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
23 |
| Dynamic Global Currency Hedging* |
0 |
0 |
2 |
4 |
2 |
5 |
15 |
28 |
| EFFICIENCY GAINS IN BETA‐PRICING MODELS1 |
0 |
0 |
0 |
8 |
1 |
2 |
5 |
41 |
| Effekten af pensionsreform på danske ægtepars udtræden af arbejdsmarkedet |
0 |
0 |
0 |
1 |
1 |
4 |
9 |
11 |
| Estimating dynamic equilibrium models using mixed frequency macro and financial data |
0 |
0 |
0 |
23 |
2 |
7 |
19 |
97 |
| Estimation of continuous-time linear DSGE models from discrete-time measurements |
0 |
0 |
1 |
2 |
1 |
8 |
26 |
31 |
| Inference in non-linear panel models with partially missing observations The case of the equilibrium search model |
0 |
0 |
0 |
18 |
2 |
2 |
4 |
85 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
0 |
0 |
1 |
81 |
2 |
4 |
20 |
238 |
| Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model |
0 |
0 |
2 |
124 |
3 |
7 |
19 |
434 |
| Measurement Error in the Prototypal Job-Search Model |
0 |
0 |
1 |
50 |
3 |
3 |
8 |
228 |
| Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
25 |
| Medical Spending in Denmark |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
33 |
| Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination |
0 |
0 |
1 |
7 |
1 |
2 |
7 |
76 |
| Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion |
0 |
0 |
0 |
3 |
2 |
2 |
8 |
25 |
| Multivariate mixed proportional hazard modelling of the joint retirement of married couples |
0 |
0 |
0 |
281 |
1 |
3 |
10 |
760 |
| Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market |
0 |
0 |
2 |
14 |
3 |
6 |
14 |
55 |
| New evidence on the implied-realized volatility relation |
0 |
0 |
1 |
299 |
2 |
2 |
14 |
993 |
| On-the-Job Search and the Wage Distribution |
0 |
1 |
3 |
647 |
3 |
8 |
24 |
1,532 |
| Optimal control of investment, premium and deductible for a non-life insurance company |
0 |
0 |
2 |
5 |
2 |
2 |
13 |
30 |
| Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction |
0 |
0 |
0 |
30 |
1 |
2 |
9 |
125 |
| Semiparametric inference in a GARCH-in-mean model |
0 |
0 |
0 |
62 |
4 |
5 |
12 |
276 |
| Some system theoretic aspects of interest rate theory |
0 |
0 |
0 |
29 |
2 |
3 |
8 |
89 |
| Special issue on the econometrics of social insurance |
0 |
0 |
0 |
48 |
1 |
1 |
6 |
131 |
| Specification and Estimation of Equilibrium Search Models |
0 |
0 |
0 |
281 |
1 |
3 |
9 |
1,246 |
| Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation |
0 |
0 |
0 |
9 |
0 |
0 |
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 |
1 |
2 |
14 |
26 |
| Targeting predictors in random forest regression |
0 |
0 |
6 |
18 |
2 |
6 |
26 |
61 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
0 |
202 |
0 |
0 |
14 |
629 |
| The Exact Likelihood Function for an Empirical Job Search Model |
0 |
0 |
0 |
22 |
4 |
5 |
14 |
91 |
| The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models |
0 |
0 |
3 |
44 |
1 |
2 |
12 |
185 |
| The impact of financial crises on the risk–return tradeoff and the leverage effect |
0 |
0 |
1 |
31 |
1 |
1 |
6 |
134 |
| The incremental information in the yield curve about future interest rate risk |
0 |
0 |
1 |
5 |
3 |
8 |
22 |
50 |
| The relation between implied and realized volatility |
0 |
0 |
13 |
550 |
6 |
10 |
53 |
1,287 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets |
2 |
2 |
5 |
403 |
9 |
13 |
39 |
1,446 |
| Total Journal Articles |
2 |
3 |
49 |
3,519 |
79 |
148 |
523 |
11,211 |
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