Quantifying investor narratives and their role during COVID‐19 D Borup, JW Hansen, BD Liengaard, EC Montes Schütte Journal of Applied Econometrics 38 (4), 512-532, 2023 | 12* | 2023 |
Forecasting corporate earnings with machine learning JW Hansen, C Thimsen It takes considerable knowledge just to realize the extent of your own …, 2021 | 8 | 2021 |
Treasury Option Returns and Models with Unspanned Risks G Bakshi, J Crosby, X Gao, JW Hansen Available at SSRN 3410542, 2019 | 5* | 2019 |
Immunization with consistent term structure dynamics D Borup, BJ Christensen, JW Hansen Available at SSRN, 2022 | 1* | 2022 |
Unspanned Stochastic Volatility in Linear-Rational Square-Root Models: Evidence from Treasury markets JW Hansen Available at SSRN 3618969, 2020 | 1 | 2020 |
The impact of curve-fitting procedure on estimation and testing of term structure models BJ Christensen, JW Hansen | | |