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person:"Kapetanios, George"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Leybourne, Stephen James"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~subject:"Structural break"
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide
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Timmermann, Allan
;
Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
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2004
Persistent link: https://www.econbiz.de/10002398483
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Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
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2003
Persistent link: https://www.econbiz.de/10001845274
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