Engsted Tom
Обновлено: 09-12-2010
| Образование | магистр: Economics [the University of Aarhus, 1989] PhD: Economics [the Aarhus School of Business, 1993] |
| Место работы | Aarhus Business School / Department of Finance, Professor and Head of Department |
Профессиональные интересы:
Asset pricing
financial econometrics
macroeconomics
Публикации:
Measures of fit for rational expectations models. Journal of Economic Surveys 16, August 2002, pp.301-355. (Also published in Contributions to Financial Econometrics, edited by M. McAleer and L. Oxley, Blackwell Publishers, 2002)
Measuring noise in the Permanent Income Hypothesis. Journal of Macroeconomics 24, August 2002, pp.353-370
Misspecification versus bubbles in hyperinflation data: Comment. Journal of International Money and Finance (forthcoming, 2003)
Публикации на портале:
Статьи
-
Tom Engsted, Enno Mammen, Carsten Tanggaard Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A
Markovian Bootstrap Approach
// EFMA 2001 Lugano Meetings.
2001.
| Домашняя страница | http://www.hha.dk/~TOM/INDEX.HTML |
| tom@asb.dk | |
| Телефон | +45 89486365 |
| Факс | +45 86151943 |
| Адрес | Aarhus School of Business Department of Finance Fuglesangs Allé 4 DK-8210 Aarhus V |
Ключевые слова
См. также:
[Книга]
[Книга]
Federal Reserve Bank of Cleveland.
1999.
[Статья]
Journal of Economic Theory.
2007.
Vol. 136.
No. 1.
P. 729-737.
[Статья]
[Книга]