Jesper Lund

Copenhagen Business School - Department of Finance

Department of Finance

Denmark

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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Top 9,401

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8

CROSSREF CITATIONS

126

Scholarly Papers (2)

1.

Revisiting the Shape of the Yield Curve: The Effect of Interest Rate Volatility

Number of pages: 30 Posted: 21 Mar 2001
Charlotte Christiansen and Jesper Lund
Aarhus University - CREATES and Copenhagen Business School - Department of Finance
Downloads 1,713 (14,301)
Citation 9

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Multivariate GARCH-M,Short-Rate Volatility,Yield Curve Curvature,Yield Curve Shape, Yield Curve Slope

An Empirical Investigation of Continuous-Time Equity Return Models

NBER Working Paper No. w8510
Number of pages: 48 Posted: 29 Sep 2001 Last Revised: 06 Apr 2022
Torben G. Andersen, Luca Benzoni and Jesper Lund
Northwestern University - Kellogg School of Management, Federal Reserve Bank of Chicago - Research Department and Copenhagen Business School - Department of Finance
Downloads 134 (293,182)
Citation 18

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An Empirical Investigation of Continuous-Time Equity Return Models

Posted: 12 Nov 2002
Torben G. Andersen, Luca Benzoni and Jesper Lund
Northwestern University - Kellogg School of Management, Federal Reserve Bank of Chicago - Research Department and Copenhagen Business School - Department of Finance

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