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person:"Stock, James H."
subject:"USA"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Timmermann, Allan"
~subject:"United Kingdom"
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Stock, James H.
Timmermann, Allan
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924261
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2
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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3
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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4
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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