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~institution:"Birkbeck College / Department of Economics"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~subject:"Adjustment costs"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Adjustment costs
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Timmermann, Allan
4
Hellström, Jörgen
3
Bask, Mikael
2
Brännäs, Kurt
2
Dacco, Roberto
2
Karanassou, Marika
2
Nordström, Jonas
2
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2
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2
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1
Henry, S. G. B.
1
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1
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1
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1
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1
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1
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Birkbeck College / Department of Economics
Umeå Universitet / Institutionen för Nationalekonomi
National Bureau of Economic Research
296
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
14
European University Institute / Department of Economics
13
Centre for Analytical Finance <Århus>
9
European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Springer Fachmedien Wiesbaden
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6
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Zakład Teorii Prognoz <Krakau>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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3
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Discussion paper in financial economics : FE
7
Umeå economic studies
7
Discussion papers in economics
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ECONIS (ZBW)
18
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1
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
Saved in:
3
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
4
A flexible specification of adjustment costs in dynamic factor demand models
Lundgren, Tommy
;
Sjöström, Magnus
-
2001
Persistent link: https://www.econbiz.de/10001618353
Saved in:
5
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
6
Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000924258
Saved in:
7
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:
8
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
9
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
10
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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