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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Timmermann, Allan"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Article"
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Timmermann, Allan
Franses, Philip Hans
5
Lucas, André
5
Ghysels, Eric
4
Kim, Chang-jin
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of futures markets
8
International review of economics & finance : IREF
5
Journal of applied econometrics
4
The journal of finance : the journal of the American Finance Association
4
Journal of economics and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics
2
International economic review
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International review of financial analysis
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Journal of regulatory economics
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Contemporary economic policy : a journal of Western Economic Association International
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Homo oeconomicus : HOE ; journal of behavioral and institutional economics
1
International journal of forecasting
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Journal of economic literature
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Journal of empirical finance
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Journal of forecasting
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
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Oxford bulletin of economics and statistics
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Papers in honor of Patrick C. McMahon
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Quarterly journal of business and economics : QJBE
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Scientometrics : an international journal for all quantitative aspects of the science of science, communication in science and science policy
1
Swedish House of Finance research paper
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The American journal of economics and sociology
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The econometrics journal
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The quarterly journal of economics
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World economics : a journal of current economic analysis and policy
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1
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
2
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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