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subject:"Schätzung"
~institution:"Birkbeck College / Department of Economics"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre"
~institution:"Federal Reserve System / Board of Governors"
~institution:"Harvard Institute for International Development"
~institution:"Queen Mary College / Department of Economics"
~institution:"Trinity College Dublin / Department of Economics"
~isPartOf:"Discussion paper in financial economics : FE"
~subject:"Deutschland"
~subject:"Theorie"
~subject:"World"
~type_genre:"Reprint"
~type_genre:"Working Paper"
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Schätzung
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1954-1992
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Timmermann, Allan
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Birkbeck College / Department of Economics
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
Federal Reserve System / Board of Governors
Harvard Institute for International Development
Queen Mary College / Department of Economics
Trinity College Dublin / Department of Economics
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Discussion paper in financial economics : FE
FE-Workingpaper / University of Kiel, Department of Food Economics and Consumption Studies
19
International finance discussion papers
18
Discussion papers in economics
15
Working paper
14
Development discussion paper / Harvard Institute for International Development, Harvard University
12
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ECONIS (ZBW)
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1
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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2
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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3
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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4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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