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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
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Properties of equilibrium asset prices under alternative learning schemes
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 31 (2007) 1, pp. 161-217
Persistent link: https://www.econbiz.de/10003404880
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Size and value anomalies under regime shifts
Guidolin, Massimo; Timmermann, Allan - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003669209
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Asset allocation under multivariate regime switching
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3503-3544
Persistent link: https://www.econbiz.de/10003569566
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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 150 (2009) 2, pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 131 (2006) 1/2, pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
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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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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
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Recursive modeling of nonlinar dynamics in UK stock returns
Guidolin, Massimo; Timmermann, Allan - In: The Manchester School 71 (2003) 4, pp. 381-395
Persistent link: https://www.econbiz.de/10001771328