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~institution:"Birkbeck College / Department of Economics"
~person:"Diebold, Francis X."
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Time series analysis"
~subject:"Volatilität"
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Diebold, Francis X.
Timmermann, Allan
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Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
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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
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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4
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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5
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
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