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Smith, Simon C.; Timmermann, Allan - In: Journal of financial economics 145 (2022) 2,2, pp. 553-576

Persistent link: https://www.econbiz.de/10013474424

Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - In: Journal of financial economics 142 (2021) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10012650655

Jondeau, Eric - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 67-81

Persistent link: https://www.econbiz.de/10001247902

Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367

Persistent link: https://www.econbiz.de/10001166232

Jondeau, Eric; Zhang, Qunzi; Zhu, Xiaoneng - In: Journal of financial economics 134 (2019) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10012166774

Guidolin, Massimo; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 500, pp. 111-143

Persistent link: https://www.econbiz.de/10002554576

Pettenuzzo, Davide; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 60-78

Persistent link: https://www.econbiz.de/10009270410

Kapur, Sandeep; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 506, pp. 1077-1102

Persistent link: https://www.econbiz.de/10003181278

Alessandrini, Fabio; Jondeau, Eric - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 114-138

Persistent link: https://www.econbiz.de/10012517347

Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - In: Journal of financial economics 139 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012650222