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source:"econis"
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"Volatilität"
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78
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Timmermann, Allan
Gupta, Rangan
135
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85
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79
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67
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64
Diebold, Francis X.
57
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55
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53
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50
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46
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44
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36
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36
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35
Campbell, John Y.
35
Ma, Feng
35
Stambaugh, Robert F.
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Wang, Yudong
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Engle, Robert F.
34
Gil-Alaña, Luis A.
34
Lux, Thomas
30
Todorov, Viktor
30
Narayan, Paresh Kumar
29
Chiang, Thomas C.
28
Pesaran, M. Hashem
28
Tiwari, Aviral Kumar
28
Zhou, Guofu
28
Ang, Andrew
27
Rycx, François
27
Spagnolo, Nicola
26
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26
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25
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25
Guo, Hui
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Chang, Chia-Lin
24
Demirer, Rıza
24
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2
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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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