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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
Bias-correction in vector autoregressive models : a simulation study
Engsted, Tom
;
Pedersen, Thomas Q.
-
2011
Persistent link: https://www.econbiz.de/10009008562
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
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:
6
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:
7
Measures of fit for rational expectations models : a survey
Engsted, Tom
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533125
Saved in:
8
Measures of fit for rational expectations models : a survey
Engsted, Tom
-
1999
Persistent link: https://www.econbiz.de/10001453888
Saved in:
9
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
10
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
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