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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Economic Performance"
~institution:"EconWPA"
~institution:"Institute for Fiscal Studies"
~institution:"National Bureau of Economic Research"
~isPartOf:"Discussion paper in financial economics : FE"
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Discussion paper in financial economics : FE
NBER working paper series
2,582
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32
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ECONIS (ZBW)
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Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
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1995
Persistent link: https://www.econbiz.de/10000924260
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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3
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
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1994
Persistent link: https://www.econbiz.de/10000924812
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