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subject:"Börsenkurs"
subject:"Financial analysis"
~person:"Hong, Harrison G."
~person:"Ravazzolo, Francesco"
~person:"Timmermann, Allan"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Risk"
~subject:"Stock market"
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Börsenkurs
Financial analysis
Aktienmarkt
Bayes-Statistik
Risk
Stock market
Estimation
129
Schätzung
129
Theorie
62
Theory
62
Forecasting model
51
Prognoseverfahren
51
USA
49
United States
49
Share price
41
Capital income
39
Kapitaleinkommen
39
Bayesian inference
38
Time series analysis
27
Zeitreihenanalyse
27
Structural break
19
Strukturbruch
19
Business cycle
15
Konjunktur
15
Volatility
15
Volatilität
15
Stochastic process
14
Stochastischer Prozess
14
Risiko
13
Anlageverhalten
12
Behavioural finance
12
Finanzanalyse
12
Risikoprämie
12
Risk premium
12
Markov chain
10
Markov-Kette
10
Aktienindex
9
CAPM
9
Economic forecast
9
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9
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39
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63
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English
86
Dutch
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Hong, Harrison G.
Ravazzolo, Francesco
Timmermann, Allan
Gupta, Rangan
125
Caporale, Guglielmo Maria
86
Pierdzioch, Christian
57
Gil-Alaña, Luis A.
48
Zaremba, Adam
47
Hautsch, Nikolaus
45
McMillan, David G.
45
Wohar, Mark E.
44
Bohl, Martin T.
43
Narayan, Paresh Kumar
40
McAleer, Michael
34
Tiwari, Aviral Kumar
34
Engle, Robert F.
32
Balcilar, Mehmet
31
Theissen, Erik
31
Herwartz, Helmut
30
Pesaran, M. Hashem
30
Ghysels, Eric
29
Härdle, Wolfgang
29
Lettau, Martin
29
Todorov, Viktor
29
Bollerslev, Tim
28
Ludvigson, Sydney C.
28
Campbell, John Y.
27
Bali, Turan G.
26
Mumtaz, Haroon
26
Schröder, Michael
26
Shiller, Robert J.
26
Belke, Ansgar
25
Allen, David E.
24
Cakici, Nusret
24
Reitz, Stefan
24
Schrimpf, Andreas
24
Bouri, Elie
23
Jawadi, Fredj
23
Stulz, René M.
23
Ang, Andrew
22
Cheung, Yin-Wong
22
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Journal of financial economics
6
NBER Working Paper
6
Discussion paper / Centre for Economic Policy Research
5
Journal of econometrics
5
Working paper / National Bureau of Economic Research, Inc.
5
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CAMP working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Staff reports / Federal Reserve Bank of New York
1
The North American journal of economics and finance : a journal of financial economics studies
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The economic journal : the journal of the Royal Economic Society
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The review of financial studies
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81
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1997
Persistent link: https://www.econbiz.de/10000978185
Saved in:
82
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
83
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
84
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
85
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
Saved in:
86
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
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