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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Engsted, Tom"
~subject:"Börsenkurs"
~subject:"VAR model"
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29
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10
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Engsted, Tom
Gil-Alaña, Luis A.
37
Gupta, Rangan
36
Caporale, Guglielmo Maria
32
Serletis, Apostolos
30
Lütkepohl, Helmut
27
Koop, Gary
25
Kumbhakar, Subal
25
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21
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19
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18
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18
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18
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18
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17
Chan, Joshua
16
Jarrow, Robert A.
16
Taylor, Mark P.
16
Fabozzi, Frank J.
15
Koopman, Siem Jan
15
Schorfheide, Frank
15
Subrahmanyam, Avanidhar
15
Bollerslev, Tim
14
Chang, Tsangyao
14
Hautsch, Nikolaus
14
Herwartz, Helmut
14
McAleer, Michael
14
O'Hara, Maureen
14
Phillips, Peter C. B.
14
Tzavalis, Elias
14
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13
Bekaert, Geert
13
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13
Fève, Patrick
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Ghysels, Eric
13
MacDonald, Ronald
13
Mills, Terence C.
13
Narayan, Paresh Kumar
13
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13
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13
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Applied financial economics
1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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1
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1
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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
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:
3
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:
4
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1255-1265
Persistent link: https://www.econbiz.de/10009614553
Saved in:
5
Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom
;
Hyde, Stuart
;
Møller, Stig Vinther
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
Saved in:
6
Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss
;
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 315-335
Persistent link: https://www.econbiz.de/10002194794
Saved in:
7
Regime shifts in the Danish term structure of interest rates
Engsted, Tom
;
Nyholm, Ken
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001452532
Saved in:
8
Risikopræmien p°a danske aktier
Engsted, Tom
;
Tanggaard, Carsten
- In:
Nationaløkonomisk tidsskrift
137
(
1999
)
2
,
pp. 164-177
Persistent link: https://www.econbiz.de/10001422112
Saved in:
9
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10001387387
Saved in:
10
Multicointegration in stock-flow models
Engsted, Tom
;
Haldrup, Niels
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
Saved in:
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