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Economic implications of bull and bear regimes in UK stock and bond returns
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
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Book review: empirical dynamic asset pricing
Guidolin, Massimo - In: Econometric reviews 26 (2007) 5, pp. 597-604
Persistent link: https://www.econbiz.de/10003549331
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Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623
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Markov switching models in asset pricing research
Guidolin, Massimo - In: Handbook of research methods and applications in …, (pp. 3-44). 2013
Persistent link: https://www.econbiz.de/10011897349
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Variance bounds and excess volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000961814
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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
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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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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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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
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Udviklingen i de danske aktiekurser 1914 - 1990
Timmermann, Allan - In: Nationaløkonomisk tidsskrift 130 (1992) 3, pp. 473-482
Persistent link: https://www.econbiz.de/10001129505