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Identifying risk factors and their premia : a study on electricity prices
Wei, Wei; Lunde, Asger - 2020
Persistent link: https://www.econbiz.de/10012606932
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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
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Structural breaks, incomplete information, and stock prices
Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000915842
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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
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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Modeling covariance risk in Merton's ICAPM
Rossi, Alberto; Timmermann, Allan - In: The review of financial studies 28 (2015) 5, pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001574558