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Niels Strange Gr©ªnborg
Niels Strange Gr©ªnborg
Postdoctoral Researcher, Aarhus University and CREATES
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Analyzing oil futures with a dynamic Nelson‐Siegel model
NS Gr¨ªnborg, A Lunde
Journal of Futures Markets 36 (2), 153-173, 2016
292016
Asset pricing and FOMC press conferences
S Bodilsen, JN Eriksen, NS Gr©ªnborg
Journal of Banking & Finance 128, 106163, 2021
23*2021
Picking funds with confidence
NS Gr©ªnborg, A Lunde, A Timmermann, R Wermers
Journal of Financial Economics 139 (1), 1-28, 2021
232021
Analyzing oil futures with a dynamic Nelson-Siegel model
NS Hansen, A Lunde
102013
Mutual fund selection for realistically short samples
C Christiansen, NS Gr©ªnborg, OL Nielsen
Journal of Empirical Finance 55, 218-240, 2020
72020
Realizing correlations across asset classes
NS Gr©ªnborg, A Lunde, KV Olesen, H Vander Elst
Journal of Financial Markets 59, 100729, 2022
32022
Picking funds with confidence
N Groenborg, A Lunde, A Timmermann, R Wermers
CEPR Discussion Paper No. DP11896, 2017
32017
Quiet, the dog is barking: Evidence of predictability from frequency-specific components
N Groenborg
Available at SSRN 3971563, 2021
2021
Time-varying parameters: New test tailored to applications in finance and macroeconomics
R Davidson, NS Gr©ªnborg
CREATES Research Papers, 2018
2018
Picking Funds with Confidence
A Timmermann, A Lunde, N Groenborg, R Wermers
CEPR Discussion Papers, 2017
2017
MARKET BETAS AND FOMC ANNOUNCEMENTS
S Bodilsen, JN Eriksen, NS Gr©ªnborg
In the spring 2018, I had the pleasure of visiting Professor Ingmar Nolte at ¡¦, 0
HEDGE FUND SELECTION: BEST ATHLETES OR PORTFOLIO GAINS?
NS Gr©ªnborg, J Joenväärä, OL Nielsen, A Timmermann
Finally, I would like to thank my family-Jette, Tonny, and Rikke-and my ¡¦, 0
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