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~institution:"Birkbeck College / Department of Economics"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Theorie
55
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55
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1988-1993
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Timmermann, Allan
4
Dacco, Roberto
2
Satchell, Stephen
2
Bianchi, Marco
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Pesaran, M. Hashem
1
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Birkbeck College / Department of Economics
National Bureau of Economic Research
269
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18
Ekonomiska forskningsinstitutet <Stockholm>
14
European University Institute / Department of Economics
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9
European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
8
Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel
6
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Zakład Teorii Prognoz <Krakau>
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Rutgers University / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Strathclyde / Department of Economics
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4
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4
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4
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4
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4
University of Cambridge / Department of Applied Economics
4
Verlag Dr. Kovač
4
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3
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3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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3
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Discussion paper in financial economics : FE
7
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ECONIS (ZBW)
9
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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
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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
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
5
Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000924258
Saved in:
6
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:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
9
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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