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person:"Engsted, Tom"
subject:"Estimation"
~person:"Hautsch, Nikolaus"
~subject:"Bubbles"
~type_genre:"Article in journal"
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Estimation
Bubbles
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47
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47
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13
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13
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Engsted, Tom
Hautsch, Nikolaus
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
22
Bahmani-Oskooee, Mohsen
18
Jarrow, Robert A.
17
Phillips, Peter C. B.
16
Chang, Tsangyao
15
Moosa, Imad A.
15
Sornette, Didier
15
Wohar, Mark E.
15
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13
MacDonald, Ronald
13
Peel, David
13
Tsionas, Efthymios G.
13
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12
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12
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12
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12
Harvey, David I.
12
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12
Miao, Jianjun
12
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12
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12
Su, Chi-Wei
12
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11
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11
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11
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11
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11
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11
Tzavalis, Elias
11
Wang, Pengfei
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
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10
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Journal of international money and finance
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2
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2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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ECONIS (ZBW)
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1
Fama on bubbles
Engsted, Tom
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 370-376
Persistent link: https://www.econbiz.de/10011553491
Saved in:
2
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
3
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
4
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
5
The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
3
,
pp. 643-665
Persistent link: https://www.econbiz.de/10009672497
Saved in:
6
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
7
The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009554343
Saved in:
8
Testing for rational bubbles in a coexplosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 226-254
Persistent link: https://www.econbiz.de/10009614927
Saved in:
9
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
10
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
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