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~isPartOf:"Journal of econometrics"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"Risiko"
~subject:"Risk"
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Jondeau, Eric
Kelly, Bryan T.
Timmermann, Allan
Andersen, Torben
6
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Journal of econometrics
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Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
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2
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
3
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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