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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"International journal of forecasting"
~person:"Hong, Harrison G."
~person:"Keim, Donald B."
~person:"Kirby, Chris"
~person:"Timmermann, Allan"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Bond"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Börsenkurs
Financial analysis
Aktienmarkt
Bayes-Statistik
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Estimation
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1954-1992
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Hong, Harrison G.
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Dacco, Roberto
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Discussion paper in financial economics : FE
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
9
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7
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ECONIS (ZBW)
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
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
-
1994
Persistent link: https://www.econbiz.de/10000924807
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