Carsten Tanggaard
Names
first: |
Carsten |
last: |
Tanggaard |
Identifer
Contact
homepage: |
http://www.tanggaard.com |
|
phone: |
+45 89 42 15 68 |
postal address: |
Carsten Tanggaard, University of Aarhus, CREATES, Bartholins Allé 10, DK-8000 Aarhus C, Denmark. |
Research profile
author of:
- Local Linear Density Estimation for Filtered Survival Data, with Bias Correction (RePEc:aah:create:2007-13)
by Jens Perch Nielsen & Carsten Tanggaard & M.C. Jones - Pitfalls in VAR based return decompositions: A clarification (RePEc:aah:create:2010-09)
by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard - The log-linear return approximation, bubbles, and predictability (RePEc:aah:create:2010-37)
by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard - The Comovement of US and UK Stock Markets (RePEc:bla:eufman:v:10:y:2004:i:4:p:593-607)
by Tom Engsted & Carsten Tanggaard - Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange (RePEc:bla:eufman:v:14:y:2008:i:2:p:243-267)
by David C. Porter & Carsten Tanggaard & Daniel G. Weaver & Wei Yu - Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case (RePEc:bla:jrinsu:v:81:y:2014:i:4:p:757-780)
by Catherine Donnelly & Martin Englund & Jens Perch Nielsen & Carsten Tanggaard - Boundary and Bias Correction in Kernel Hazard Estimation (RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698)
by Jens Perch Nielsen & Carsten Tanggaard - Yield Curve Estimation by Kernel Smoothing Methods (RePEc:cep:stiecm:385)
by Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard - Paying for Market Quality (RePEc:cup:jfinqa:v:44:y:2009:i:06:p:1427-1457_99)
by Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G. - The Log-Linear Return Approximation, Bubbles, and Predictability (RePEc:cup:jfinqa:v:47:y:2012:i:03:p:643-665_00)
by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten - Yield curve estimation by kernel smoothing methods (RePEc:eee:econom:v:105:y:2001:i:1:p:185-223)
by Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten - The Danish stock and bond markets: comovement, return predictability and variance decomposition (RePEc:eee:empfin:v:8:y:2001:i:3:p:243-271)
by Engsted, Tom & Tanggaard, Carsten - The comovement of US and German bond markets (RePEc:eee:finana:v:16:y:2007:i:2:p:172-182)
by Engsted, Tom & Tanggaard, Carsten - The relation between asset returns and inflation at short and long horizons (RePEc:eee:intfin:v:12:y:2002:i:2:p:101-118)
by Engsted, Tom & Tanggaard, Carsten - Cointegration and the US term structure (RePEc:eee:jbfina:v:18:y:1994:i:1:p:167-181)
by Engsted, Tom & Tanggaard, Carsten - Pitfalls in VAR based return decompositions: A clarification (RePEc:eee:jbfina:v:36:y:2012:i:5:p:1255-1265)
by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten - A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability (RePEc:eee:riibaf:v:19:y:2005:i:1:p:53-70)
by Belter, Klaus & Engsted, Tom & Tanggaard, Carsten - Yield curve estimation by kernel smoothing methods (RePEc:ehl:lserod:2270)
by Linton, Oliver & Mammen, Enno & Perch Nielsen, Jens & Tanggaard, C - Nonparametric Smoothing of Yield Curves (RePEc:kap:rqfnac:v:9:y:1997:i:3:p:251-67)
by Tanggaard, Carsten - Estimating yield curves by Kernel smoothing methods (RePEc:zbw:sfb373:199954)
by Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Tanggaard, Carsten