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person:"Engsted, Tom"
subject:"Estimation"
~person:"Hautsch, Nikolaus"
~subject:"Bubbles"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Bubbles
Theorie
48
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48
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22
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13
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13
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12
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Aufsatz in Zeitschrift
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Engsted, Tom
Hautsch, Nikolaus
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
22
Bahmani-Oskooee, Mohsen
18
Jarrow, Robert A.
18
Phillips, Peter C. B.
16
Chang, Tsangyao
15
Moosa, Imad A.
15
Sornette, Didier
15
Wohar, Mark E.
15
Apergēs, Nikolaos
13
MacDonald, Ronald
13
Peel, David
13
Sola, Martin
13
Tsionas, Efthymios G.
13
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12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Harvey, David I.
12
Koopman, Siem Jan
12
Leybourne, Stephen James
12
Miao, Jianjun
12
Pesaran, M. Hashem
12
Su, Chi-Wei
12
Tzavalis, Elias
12
Allen, Franklin
11
Blundell, Richard W.
11
Chan, Joshua
11
Koop, Gary
11
McAleer, Michael
11
Taylor, Mark P.
11
Wang, Pengfei
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
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Journal of international money and finance
3
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2
Journal of banking & finance
2
Journal of empirical finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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1
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1
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1
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1
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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OPEC review : energy economics and related issues
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ECONIS (ZBW)
26
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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 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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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:
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