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source:"econis"
subject:"Estimation"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Caporale, Guglielmo Maria"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~type:"book"
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924261
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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