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~person:"Chiarella, Carl"
~person:"Timmermann, Allan"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Share price
Stochastic process
Theorie
116
Theory
116
Forecasting model
30
Prognoseverfahren
30
Capital income
18
Kapitaleinkommen
18
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16
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14
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28
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Aufsatz in Zeitschrift
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42
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42
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42
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42
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29
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Chiarella, Carl
Timmermann, Allan
Escudero, Laureano F.
35
Jarrow, Robert A.
27
Carr, Peter
25
Phillips, Peter C. B.
25
Gendreau, Michel
21
Wong, Wing Keung
20
Kwok, Yue-Kuen
19
Madan, Dilip B.
19
McAleer, Michael
19
Gupta, Rangan
18
Yu, Jun
18
Glasserman, Paul
17
Escobar, Marcos
16
Garcia, René
16
Siu, Tak Kuen
16
Schwartz, Eduardo S.
15
Shapiro, Alexander
15
Asai, Manabu
14
Subrahmanyam, Avanidhar
14
Wong, Hoi Ying
14
Engle, Robert F.
13
Fabozzi, Frank J.
13
Jeanblanc, Monique
13
Liu, Ming
13
Maggioni, Francesca
13
Takahashi, Akihiko
13
Taylor, Robert
13
Wallace, Stein W.
13
Bakshi, Gurdip S.
12
Broadie, Mark
12
Caporale, Guglielmo Maria
12
Chan, Joshua
12
He, Xue-zhong
12
Hobson, David G.
12
Platen, Eckhard
12
Rogers, Leonard C. G.
12
Rossi, Roberto
12
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12
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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 forecasting
2
The economic journal : the journal of the Royal Economic Society
2
Advances in Pacific Basin financial markets
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Econometric reviews
1
Economics letters
1
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1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Nationaløkonomisk tidsskrift
1
The European journal of finance
1
The Scandinavian journal of economics
1
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ECONIS (ZBW)
29
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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
Saved in:
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