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~institution:"Birkbeck College / Department of Economics"
~subject:"Börsenkurs"
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Börsenkurs
Theorie
55
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55
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21
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Großbritannien
15
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15
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8
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1988-1993
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Arbeitspapier
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Timmermann, Allan
4
Sola, Martin
2
Blake, David
1
Dacco, Roberto
1
Freris, Andrew F.
1
Knight, John L.
1
Pesaran, M. Hashem
1
Psaradakis, Zacharias G.
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Birkbeck College / Department of Economics
National Bureau of Economic Research
296
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
12
Centre for Economic Policy Research
7
Federal Reserve System / Division of Research and Statistics
7
Rodney L. White Center for Financial Research
6
Zentrum für Europäische Wirtschaftsforschung
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institut für Weltwirtschaft
5
Christian-Albrechts-Universität zu Kiel
4
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Kansantaloustieteen Laitos <Tampere>
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
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Universität Mannheim
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
European University Institute / Department of Economics
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3
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3
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Shaker Verlag
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
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3
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
8
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1
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:
2
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:
3
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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5
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
6
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
-
1995
Persistent link: https://www.econbiz.de/10000924816
Saved in:
7
Learning feedback and multiple equilibria : an alternative explanation of stock
price
volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
8
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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