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A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Roseen - 2014
Persistent link: https://www.econbiz.de/10010505305
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Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide; Gargano, Antonio; Timmermann, Allan - 2014
Persistent link: https://www.econbiz.de/10010505306
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High-frequency cash flow dynamics
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - 2018
Persistent link: https://www.econbiz.de/10011813356
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Return predictability under equilibrium constraints on the equity premium
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2008
Persistent link: https://www.econbiz.de/10009782337
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10010231826