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~institution:"Birkbeck College / Department of Economics"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Federal Reserve Bank of St. Louis"
~person:"Timmermann, Allan"
~subject:"Estimation theory"
~subject:"Inventory model"
~subject:"Schock"
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Timmermann, Allan
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
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Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
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1993
Persistent link: https://www.econbiz.de/10000930377
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