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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Slottje, Daniel Jonathan"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Kapitaleinkommen
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Slottje, Daniel Jonathan
Timmermann, Allan
Bollerslev, Tim
11
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9
Grobys, Klaus
8
Schaub, Mark
8
Andersen, Torben
7
Xiu, Dacheng
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Meddahi, Nour
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Asai, Manabu
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Aït-Sahalia, Yacine
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Bandi, Federico M.
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Chang, Kuang-Liang
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Hoogerheide, Lennart F.
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Keasey, Kevin
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Renault, Eric
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Sheppard, Kevin
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Sousa, Ricardo M.
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Applied economics letters
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3
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ECONIS (ZBW)
4
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1
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
2
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
3
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
4
Why do dividend yields forecast stock returns?
Timmermann, Allan
- In:
Economics letters
46
(
1994
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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