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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Timmermann, Allan"
~subject:"Finanzanalyse"
~subject:"Portfolio selection"
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Capital income
Zeitreihenanalyse
Finanzanalyse
Portfolio selection
Theorie
10
Theory
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Forecasting model
5
Prognoseverfahren
5
Bayes-Statistik
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Firms’ choice of capital structure
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Timmermann, Allan
Phillips, Peter C. B.
16
Koop, Gary
8
Swanson, Norman R.
7
Xiao, Zhijie
7
Yu, Jun
7
Linton, Oliver
6
Mariano, Roberto S.
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Hallin, Marc
5
Taylor, Robert
5
Teräsvirta, Timo
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Chen, Rong
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Perron, Benoit
4
Todorov, Viktor
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Bollerslev, Tim
3
Breitung, Jörg
3
Chan, Joshua
3
Corradi, Valentina
3
Fan, Jianqing
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hansen, Lars Peter
3
Hendry, David F.
3
Horváth, Lajos
3
Jong, Robert M. de
3
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Department of Economics, University of California San Diego
6
International journal of forecasting
6
CESifo working papers
5
Cambridge working papers in economics
5
Discussion paper series / LSE Financial Markets Group
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper in financial economics : FE
3
DAE working paper
2
Discussion papers / CEPR
2
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The economic journal : the journal of the Royal Economic Society
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The review of financial studies
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Birkbeck working papers in economics and finance : BWPEF
1
Bundesbank Series 1 Discussion Paper
1
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1
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1
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Econometric reviews
1
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1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Series in financial economics and quantitative analysis
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The Manchester School
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
1
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1
Working paper series / European Central Bank
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Working paper series / European Central Bank ; Eurosystem
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
2
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
3
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
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