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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Marcellino, Massimiliano"
~person:"Sibbertsen, Philipp"
~person:"Timmermann, Allan"
~subject:"Zeitreihenanalyse"
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Estimation theory
Schätzung
Zeitreihenanalyse
Theorie
7
Theory
7
Capital income
3
Kapitaleinkommen
3
USA
3
United States
3
Estimation
2
Markov chain
2
Markov-Kette
2
Time series analysis
2
1892-1995
1
1897-1996
1
Aktienindex
1
Black-Scholes model
1
Black-Scholes-Modell
1
Business cycle
1
Börsenkurs
1
CAPM
1
Calendar effect
1
Dividend
1
Dividende
1
Financial analysis
1
Finanzanalyse
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Großbritannien
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Incomplete information
1
Investment Fund
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Investmentfonds
1
Kalendereffekt
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Learning process
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Microeconometrics
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Option pricing theory
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Arbeitspapier
3
Graue Literatur
3
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3
Working Paper
3
Language
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English
4
Author
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Marcellino, Massimiliano
Sibbertsen, Philipp
Timmermann, Allan
Sentana, Enrique
3
Tonks, Ian
3
Fiorentini, Gabriele
2
Sullivan, Ryan
2
White, Halbert
2
Black, Jane M.
1
Board, John L. G.
1
Brown, Ward
1
Calzolari, Giorgio
1
Cumby, Robert
1
Daníelsson, Jón
1
Davis, E. Philip
1
Espenlaub, Susanne
1
Evans, Martin D. D.
1
Granger, C. W. J.
1
Gregory, Alan
1
Henry, Mark S.
1
Hodgson, Douglas J.
1
Hoffmann-Burchadi, Ulrike
1
King, Mervyn
1
Koopman, Siem Jan
1
Lai, Hung-neng
1
Linton, Oliver
1
Luttmer, Erzo Gerrit Jan
1
Patton, Andrew J.
1
Payne, Richard
1
Robinson, Peter M.
1
Sandmann, Gleb
1
Shah, Mushtaq
1
Snell, Andy
1
Sutcliffe, Charles M. S.
1
Teräsvirta, Timo
1
Vorkink, Keith
1
Vries, Casper G. de
1
Zaffaroni, Paolo
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Discussion paper series / LSE Financial Markets Group
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
25
Discussion paper / Centre for Economic Policy Research
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
International journal of forecasting
9
Discussion papers / CEPR
8
EUI working paper / ECO
7
Discussion paper / Department of Economics, University of California San Diego
6
Federal Reserve Bank of Cleveland working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
CESifo working papers
5
Cambridge working papers in economics
5
Economics letters
5
Journal of applied econometrics
5
Journal of econometrics
5
Discussion paper in financial economics : FE
4
Working paper series / Innocenzo Gasparini Institute for Economic Research
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper / Deutsche Bundesbank
3
Working paper
3
Working paper series / European Central Bank
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
CoFE discussion papers
2
Discussion paper
2
FRB of Cleveland Working Paper
2
Journal of forecasting
2
The review of economic studies
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Advances in econometrics
1
Akademische Abhandlungen zur Mathematik
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Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper Series
1
CREATES research paper
1
DAE working paper
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DNB working paper
1
Discussion paper series / IZA
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Discussion papers / Department of Economics, The University of Birmingham
1
Documentos de trabajo / Banco de España
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ECONIS (ZBW)
4
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1
Moments of Markov switching models
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001379462
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2
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
3
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
4
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
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