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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Hong, Harrison G."
~person:"Keim, Donald B."
~person:"Kirby, Chris"
~person:"Timmermann, Allan"
~person:"Witt, Stephen F."
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Bond"
~subject:"Prognose"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
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Börsenkurs
Financial analysis
Aktienmarkt
Bayes-Statistik
Bond
Prognose
Risk
Schätzung
Stock market
Volatility
Volatilität
Estimation
2
Share price
2
Theorie
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Theory
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1954-1992
1
CAPM
1
Capital income
1
Economic model
1
Estimation theory
1
Forecasting model
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Großbritannien
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Kapitaleinkommen
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Prognoseverfahren
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Schätztheorie
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United States
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Hong, Harrison G.
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Witt, Stephen F.
Dacco, Roberto
1
Knight, John L.
1
Pesaran, M. Hashem
1
Satchell, Stephen
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Sola, Martin
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Tran, Kien C.
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Birkbeck College / Department of Economics
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Discussion paper in financial economics : FE
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
8
Discussion paper / Centre for Economic Policy Research
7
Journal of financial economics
7
Rodney L. White Center for Financial Research
7
Discussion paper / Department of Economics, University of California San Diego
5
Discussion paper series / LSE Financial Markets Group
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
International journal of forecasting
3
Journal of econometrics
3
Working papers / Brandeis University, Department of Economics and International Business School
3
CESifo working papers
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Cambridge working papers in economics
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DAE working paper
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Discussion paper / Centre for Economic Forecasting
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Discussion papers / CEPR
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
2
Tourism economics : the business and finance of tourism and recreation
2
Working paper
2
Working paper / Centre for Financial Research
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of tourism research : ATR ; a social sciences journal
1
Arbejdspapirer fra Institut for Økonomi, Politik og Forvaltning / Aalborg Universitet
1
Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DNB working paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper series / Harvard Institute of Economic Research
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 empirical finance
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
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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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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2
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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