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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
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Timmermann, Allan
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1993
Persistent link: https://www.econbiz.de/10000891418
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000953935
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Why do dividend yields forecast stock returns?
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924239
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Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
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1995
Persistent link: https://www.econbiz.de/10000924258
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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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