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~institution:"Birkbeck College / Department of Economics"
~institution:"Center for the Study of Living Standards (CSLS)"
~institution:"Institute for Fiscal Studies"
~institution:"OECD"
~institution:"University of Reading / Department of Economics"
~person:"Timmermann, Allan"
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
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Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924261
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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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