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subject:"Capital income"
subject:"Share price"
~person:"McMillan, David G."
~person:"Timmermann, Allan"
~type_genre:"Book section"
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Forecasting volatility in the financial markets
1
Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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Forecasting stock returns : does switching between models help?
McMillan, David G.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 229-248)
.
2014
Persistent link: https://www.econbiz.de/10011406772
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Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
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