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subject:"Time series analysis"
subject:"United States"
~person:"Timmermann, Allan"
~subject:"Geldpolitik"
~subject:"Kointegration"
~subject:"Volatilität"
~type:"article"
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8
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Timmermann, Allan
Gupta, Rangan
121
Gil-Alaña, Luis A.
115
Bahmani-Oskooee, Mohsen
100
Caporale, Guglielmo Maria
70
Tiwari, Aviral Kumar
52
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52
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49
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43
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36
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34
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33
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33
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32
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30
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30
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29
Moosa, Imad A.
29
Payne, James E.
29
Xuan Vinh Vo
29
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27
Serletis, Apostolos
27
Bouri, Elie
26
McMillan, David G.
26
Todorov, Viktor
26
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25
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24
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24
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23
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22
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22
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21
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21
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21
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20
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20
Kumar, Dilip
20
Salisu, Afees A.
20
Arize, Augustine Chuck
19
Beckmann, Joscha
19
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19
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Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
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1
Forecasting volatility in the financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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ECONIS (ZBW)
12
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
4
Runs on money market mutual funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
- In:
The American economic review
106
(
2016
)
9
,
pp. 2625-2657
Persistent link: https://www.econbiz.de/10011582095
Saved in:
5
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:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
7
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
8
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
9
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Saved in:
10
Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1229-1262
Persistent link: https://www.econbiz.de/10001497598
Saved in:
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