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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
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Börsenkurs
Prognoseverfahren
Theorie
125
Theory
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16
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Timmermann, Allan
5
Satchell, Stephen
3
Dacco, Roberto
2
Sola, Martin
2
Bechmann, Ken L.
1
Blake, David
1
Busch, Thomas
1
Engsted, Tom
1
Freris, Andrew F.
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Knight, John L.
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
303
Ekonomiska forskningsinstitutet <Stockholm>
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Christian-Albrechts-Universität zu Kiel
8
Rodney L. White Center for Financial Research
8
European University Institute / Department of Economics
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Centre for Economic Policy Research
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Zakład Teorii Prognoz <Krakau>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Federal Reserve Bank of San Francisco
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Springer Fachmedien Wiesbaden
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University of Strathclyde / Department of Economics
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Centre for International Research on Economic Tendency Surveys
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Centre for Quantitative Economics & Computing
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Econometrisch Instituut <Rotterdam>
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International Monetary Fund
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Robert Schuman Centre for Advanced Studies
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School of Economics and Finance <Brisbane>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Discussion paper in financial economics : FE
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Discussion papers in economics
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ECONIS (ZBW)
15
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On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
2
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
7
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
8
Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000924258
Saved in:
9
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
10
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
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