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~institution:"Birkbeck College / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"European Centre for the Development of Vocational Training"
~institution:"European University Institute / Department of Economics"
~institution:"European University Institute / Department of Law"
~institution:"Europäische Kommission"
~institution:"National Bureau of Economic Research"
~institution:"University of Cambridge / Department of Applied Economics"
~institution:"University of Reading / Department of Economics"
~isPartOf:"Discussion paper in financial economics : FE"
~language:"eng"
~subject:"EU-Staaten"
~subject:"Electric power industry"
~subject:"Exchange rate"
~subject:"Fiscal policy"
~subject:"Großbritannien"
~subject:"Monetary policy"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Timmermann, Allan
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Ekonomiska forskningsinstitutet <Stockholm>
European Centre for the Development of Vocational Training
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Discussion paper in financial economics : FE
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2,037
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ECONIS (ZBW)
7
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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
Saved in:
2
Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000924258
Saved in:
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
Saved in:
4
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
5
Consumption, financial liberalisation and income shocks : what can we learn from the UK?
Miles, David
-
1993
Persistent link: https://www.econbiz.de/10000932126
Saved in:
6
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
7
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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