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Pitfalls in VAR based return d...
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Spekulationsblase
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Engsted, Tom
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ECONIS (ZBW)
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The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10008651718
Saved in:
2
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:
3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
;
Tanggaard, Carsten
-
2003
Persistent link: https://www.econbiz.de/10001985166
Saved in:
5
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
6
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
;
Tanggaard, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001613889
Saved in:
7
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011475823
Saved in:
8
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
-
2015
Persistent link: https://www.econbiz.de/10010464690
Saved in:
9
Explosive bubbles in the cointegrated VAR model
Engsted, Tom
- In:
Finance research letters
3
(
2006
)
2
,
pp. 154-162
Persistent link: https://www.econbiz.de/10003333936
Saved in:
10
Fama on bubbles
Engsted, Tom
-
2014
Persistent link: https://www.econbiz.de/10010401697
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