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~person:"Chiarella, Carl"
~person:"Timmermann, Allan"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"Stochastic process"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Share price
Stochastic process
USA
Theorie
117
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117
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31
Prognoseverfahren
31
Capital income
18
Kapitaleinkommen
18
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16
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14
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Chiarella, Carl
Timmermann, Allan
Escudero, Laureano F.
35
Jarrow, Robert A.
34
Heckman, James J.
29
Gendreau, Michel
28
Gupta, Rangan
28
Phillips, Peter C. B.
28
Carr, Peter
25
List, John A.
24
Wong, Wing Keung
24
Chavas, Jean-Paul
22
Schwartz, Eduardo S.
22
Caporale, Guglielmo Maria
21
Garcia, René
21
Kumbhakar, Subal
21
Madan, Dilip B.
21
McAleer, Michael
21
Engle, Robert F.
20
Yu, Jun
20
Fabozzi, Frank J.
19
Kwok, Yue-Kuen
19
Longstaff, Francis A.
19
Wohar, Mark E.
19
Glasserman, Paul
18
Laporte, Gilbert
18
Christiano, Lawrence J.
17
Ferson, Wayne E.
17
Gil-Alaña, Luis A.
17
Glaeser, Edward L.
17
Hall, Robert Ernest
17
Lo, Andrew W.
17
O'Hara, Maureen
17
Stein, Jeremy C.
17
Subrahmanyam, Avanidhar
17
Uri, Noel Dean
17
Bollerslev, Tim
16
Campbell, John Y.
16
Cheng, T. C. E.
16
Diebold, Francis X.
16
Dolgui, Alexandre
16
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Journal of economic dynamics & control
4
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of forecasting
2
The economic journal : the journal of the Royal Economic Society
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
Nationaløkonomisk tidsskrift
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
34
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1
Learning, specification search and market efficiency : with an application to the Danish stock market
Timmermann, Allan
- In:
The Scandinavian journal of economics
95
(
1993
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10001142623
Saved in:
2
"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan
- In:
Nationaløkonomisk tidsskrift
131
(
1993
)
3
,
pp. 374-389
Persistent link: https://www.econbiz.de/10001156688
Saved in:
3
Can agents learn to form rational expectations? : Some results on convergence and stability of learning in the UK stock market
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
425
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001165214
Saved in:
4
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
Saved in:
5
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
6
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
7
Why do dividend yields forecast stock returns?
Timmermann, Allan
- In:
Economics letters
46
(
1994
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
Saved in:
8
Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan
- In:
Journal of applied econometrics
10
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
Saved in:
9
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
10
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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