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source:"econis"
~person:"Bouri, Elie"
~person:"Timmermann, Allan"
~subject:"Schätzung"
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Schätzung
Capital income
140
Kapitaleinkommen
140
Forecasting model
60
Prognoseverfahren
60
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52
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52
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51
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51
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Bouri, Elie
Timmermann, Allan
Gupta, Rangan
79
Zaremba, Adam
70
McMillan, David G.
46
Pierdzioch, Christian
38
Bollerslev, Tim
37
Bohl, Martin T.
30
Stambaugh, Robert F.
30
Wohar, Mark E.
29
Bali, Turan G.
28
Pesaran, M. Hashem
28
Rycx, François
27
Fitzenberger, Bernd
25
Todorov, Viktor
25
Caporale, Guglielmo Maria
24
Zhou, Guofu
24
Campbell, John Y.
23
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Nitschka, Thomas
23
Wang, Yudong
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Ammann, Manuel
20
Wiederhold, Simon
20
Engle, Robert F.
19
Hanushek, Eric Alan
19
Lochner, Lance
18
Tiwari, Aviral Kumar
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Guidolin, Massimo
17
Hoesli, Martin
17
Ma, Feng
17
Pástor, Ľuboš
17
Diebold, Francis X.
16
Falk, Martin
16
Guo, Hui
16
Moskowitz, Tobias J.
16
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Discussion paper / Department of Economics, University of California San Diego
5
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Energy economics
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3
Journal of financial economics
3
DAE working paper
2
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2
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2
International review of financial analysis
2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
2
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
3
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
Saved in:
4
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
6
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
8
The cross-section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
-
2012
-
This version: 12 June 2012
-European asset
managers
, as well as how macroeconomic information can be used to locate and time these local fund manager skills …
Persistent link: https://www.econbiz.de/10009705491
Saved in:
9
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
10
Return predictability under equilibrium constraints on the equity premium
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2008
Persistent link: https://www.econbiz.de/10009782337
Saved in:
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