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source:"econis"
~person:"Timmermann, Allan"
~person:"Wohar, Mark E."
~subject:"Schätzung"
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Schätzung
Capital income
144
Kapitaleinkommen
144
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71
Prognoseverfahren
71
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60
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57
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57
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English
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Timmermann, Allan
Wohar, Mark E.
Gupta, Rangan
79
Zaremba, Adam
70
McMillan, David G.
46
Pierdzioch, Christian
38
Bollerslev, Tim
37
Bohl, Martin T.
30
Stambaugh, Robert F.
30
Bali, Turan G.
28
Pesaran, M. Hashem
28
Rycx, François
27
Fitzenberger, Bernd
25
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Nitschka, Thomas
23
Wang, Yudong
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Wiederhold, Simon
21
Ammann, Manuel
20
Hanushek, Eric Alan
20
Bouri, Elie
19
Engle, Robert F.
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
Falk, Martin
16
Guo, Hui
16
Moskowitz, Tobias J.
16
Borghans, Lex
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Discussion paper / Department of Economics, University of California San Diego
5
International review of economics & finance : IREF
4
Discussion paper series / LSE Financial Markets Group
3
Finance research letters
3
Journal of financial economics
3
DAE working paper
2
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2
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2
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2
International journal of finance & economics : IJFE
2
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2
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2
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2
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2
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2
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1
Department of Economics working paper series
1
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1
Economics and Business Letters : EBL
1
Forecasting volatility in the financial markets
1
Journal of economics and finance
1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research Department working paper / Federal Reserve Bank of Dallas
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
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/10000147717
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Determining what drives stock returns : proper inference is crucial ; evidence from the UK
Ma, Jun
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 371-390
Persistent link: https://www.econbiz.de/10010532715
Saved in:
8
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:
9
A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.
;
Wohar, Mark E.
- In:
The Manchester School
81
(
2013
)
3
,
pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
Saved in:
10
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
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