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ECONIS (ZBW)
66
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Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
27
(
2003
)
5
,
pp. 717-769
Persistent link: https://www.econbiz.de/10001719690
Saved in:
2
Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
;
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001629123
Saved in:
3
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
4
Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
Saved in:
5
The long run behaviour of Danish stock prices
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000892779
Saved in:
6
Learning, specification search and efficiency in the Danish stock market
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000893152
Saved in:
7
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000614563
Saved in:
8
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
9
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
10
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
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