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subject:"Share price"
subject:"World"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of Richmond"
~person:"Timmermann, Allan"
~subject:"Stock market"
~subject:"USA"
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1954-1992
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Timmermann, Allan
Chang, Yongsung
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Thorvaldur Gylfason
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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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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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