//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Timmermann, Allan"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Volatilität
Theorie
11
Theory
11
Forecasting model
5
Prognoseverfahren
5
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Bayes-Statistik
2
Bayesian inference
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Business cycle
2
Forecast
2
Konjunktur
2
Markov chain
2
Markov-Kette
2
Prognose
2
Regression analysis
2
Regressionsanalyse
2
Structural break
2
Strukturbruch
2
USA
2
United States
2
1897-1996
1
Aktienindex
1
Asymmetric information
1
Asymmetrische Information
1
Bayesian analysis
1
Bayesian estimation
1
Capital structure
1
Data Mining
1
Data mining
1
Econometrics
1
Economic forecast
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial analysis
1
Finanzanalyse
1
Firms’ choice of capital structure
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Timmermann, Allan
Phillips, Peter C. B.
16
Yu, Jun
9
Aït-Sahalia, Yacine
8
Koop, Gary
8
Andersen, Torben
7
Bollerslev, Tim
7
Swanson, Norman R.
7
Diebold, Francis X.
6
Mariano, Roberto S.
6
Tauchen, George Eugene
6
Taylor, Robert
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Gouriéroux, Christian
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
McAleer, Michael
5
Todorov, Viktor
5
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chen, Rong
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Gallant, A. Ronald
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Park, Joon Y.
4
Perron, Benoit
4
Rahbek, Anders
4
Renault, Eric
4
Robinson, Peter M.
4
Rombouts, Jeroen V. K.
4
Schorfheide, Frank
4
Stambaugh, Robert F.
4
more ...
less ...
Published in...
All
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Discussion paper / Department of Economics, University of California San Diego
7
International journal of forecasting
7
Discussion paper / Centre for Economic Policy Research
6
Discussion paper series / LSE Financial Markets Group
5
CESifo working papers
4
Cambridge working papers in economics
4
Discussion paper in financial economics : FE
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion papers / CEPR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Birkbeck working papers in economics and finance : BWPEF
1
CESifo Working Paper Series
1
DAE working paper
1
DNB working paper
1
Discussion paper series / IZA
1
Economic policy : a European forum
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
IMF working paper
1
Información comercial española / Cuadernos económicos
1
Journal of financial economics
1
Journal of forecasting
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
1
The Manchester School
1
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
1
Working paper series / European Central Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working paper series of the network in financial markets
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
3
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
4
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
5
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->