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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of financial studies"
~language:"eng"
~person:"Dunn, Brett R."
~person:"Greenwood, Robin"
~person:"Keim, Donald B."
~person:"Kirby, Chris"
~person:"Timmermann, Allan"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Risk"
~subject:"Stock market"
~subject:"Volatilität"
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Börsenkurs
Financial analysis
Aktienmarkt
Bayes-Statistik
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Stock market
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Estimation
12
Schätzung
12
Share price
8
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1927-1987
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Dunn, Brett R.
Greenwood, Robin
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Todorov, Viktor
18
Bollerslev, Tim
14
Tauchen, George Eugene
10
Andersen, Torben
6
Aït-Sahalia, Yacine
5
Hong, Harrison G.
5
Kim, Donggyu
5
Li, Jia
5
Patton, Andrew J.
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
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Xiu, Dacheng
4
Ang, Andrew
3
Bali, Turan G.
3
Bandi, Federico M.
3
Bekaert, Geert
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Christoffersen, Peter F.
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Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Fusari, Nicola
3
Ghysels, Eric
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Kelly, Bryan T.
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McAleer, Michael
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Novy-Marx, Robert
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Quaedvlieg, Rogier
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Taylor, Robert
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Wang, Yazhen
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Weber, Michael
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Whitelaw, Robert F.
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Zakoïan, Jean-Michel
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Zhang, Xinyu
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Zhou, Hao
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Andreou, Elena
2
Asai, Manabu
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
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2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Journal of econometrics
Journal of financial economics
The review of financial studies
Discussion paper / Centre for Economic Policy Research
5
Rodney L. White Center for Financial Research
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / CEPR
2
NBER working paper series
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Arbejdspapirer fra Institut for Økonomi, Politik og Forvaltning / Aalborg Universitet
1
Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper
1
CESifo working papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cambridge working papers in economics
1
Discussion paper / Deutsche Bundesbank
1
Econometric reviews
1
Finance research letters
1
Forecasting volatility in the financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The economic journal : the journal of the Royal Economic Society
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The quarterly journal of economics
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ECONIS (ZBW)
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
3
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
4
Capital expenditures and firm performance : evidence from a cross-sectional analysis of stock returns
Cordis, Adriana S.
;
Kirby, Chris
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
4
,
pp. 1019-1042
Persistent link: https://www.econbiz.de/10011820310
Saved in:
5
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
7
Expectations of returns and expected returns
Greenwood, Robin
;
Shleifer, Andrei
- In:
The review of financial studies
27
(
2014
)
3
,
pp. 714-746
Persistent link: https://www.econbiz.de/10010357860
Saved in:
8
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
9
The economic value of volatility timing using "realized" volatility
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 473-509
Persistent link: https://www.econbiz.de/10001739263
Saved in:
10
The restrictions on predictability implied by rational asset pricing models
Kirby, Chris
- In:
The review of financial studies
11
(
1998
)
2
,
pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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