Carsten Tanggaard

Finance · 2001–2012

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it

Whom Carsten Tanggaard trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John Y. Campbell

Who trusts Carsten Tanggaard overall

1. H. Sørensen

Papers from Carsten Tanggaard's perspective

Ordered by how strongly the researchers Carsten Tanggaard trusts endorse each paper. Same corpus, a different order for every researcher.

1. Efficient Tests of Stock Return Predictability
2. Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.
3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
4. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
5. Likelihood INference for Discretely Observed Non-linear Diffusions
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. The Variance Gamma (V.G.) Model for Share Market Returns
8. Book‐to‐Market Equity, Distress Risk, and Stock Returns
9. The Equity Premium
10. The Aggregate Demand for Treasury Debt (Journal of Political Economy)

Their papers

• The Log-Linear Return Approximation, Bubbles, and Predictability (2012) — 76 citations
• Yield Curve Estimation by Kernel Smoothing Methods (2001) — 85 citations
• Boundary and Bias Correction in Kernel Hazard Estimation (2001) — 98 citations