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person:"Timmermann, Allan"
subject:"Portfolio selection"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Manganelli, Simone"
~subject:"Share price"
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Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
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2
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
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1999
Persistent link: https://www.econbiz.de/10001441337
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3
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
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4
Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939557
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