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~institution:"Birkbeck College / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"European University Institute / Department of Law"
~institution:"Europäische Kommission"
~institution:"International Monetary Fund"
~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:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Electric power industry"
~subject:"Fiscal policy"
~subject:"Großbritannien"
~subject:"Monetary policy"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Timmermann, Allan
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Birkbeck College / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
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Discussion paper in financial economics : FE
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114
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53
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Intertax : international tax review
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Deadline 92, a frontier-free Europe
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ECONIS (ZBW)
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1
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
2
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:
3
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
4
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:
5
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:
6
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:
7
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
8
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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