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~isPartOf:"The review of economic studies"
~person:"Caporale, Guglielmo Maria"
~person:"Timmermann, Allan"
~subject:"Learning process"
~subject:"Time series analysis"
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Caporale, Guglielmo Maria
Timmermann, Allan
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The review of economic studies
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
The review of economic studies
73
(
2006
)
4
,
pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
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Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan
- In:
The review of economic studies
63
(
1996
)
4
,
pp. 523-557
Persistent link: https://www.econbiz.de/10001209241
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