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Pitfalls in VAR based return d...
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ECONIS (ZBW)
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EconStor
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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
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
3
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:
4
Rentestrukturen p°a den danske pengemarked
Engsted, Tom
;
Tanggaard, Carsten
-
1994
Persistent link: https://www.econbiz.de/10000882187
Saved in:
5
Testing cointegration implications of the constant term premium hypothesis in US term structure data
Engsted, Tom
;
Tanggaard, Carsten
-
1992
Persistent link: https://www.econbiz.de/10000847544
Saved in:
6
A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom
;
Tanggaard, Carsten
-
1992
Persistent link: https://www.econbiz.de/10000847545
Saved in:
7
Risikopræmien p°a danske aktier
Engsted, Tom
;
Tanggaard, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000997129
Saved in:
8
Cointegration and the US term structure
Engsted, Tom
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001156036
Saved in:
9
A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001164678
Saved in:
10
Rentestrukturen p°a det danske pengemarked
Engsted, Tom
- In:
Nationaløkonomisk tidsskrift
133
(
1995
)
1
,
pp. 87-97
Persistent link: https://www.econbiz.de/10001181114
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