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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Timmermann, Allan"
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Forecasting model
United States
Estimation
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Schätzung
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USA
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1897-1996
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Aktienindex
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Betriebsgröße
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Bootstrap approach
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Bootstrap-Verfahren
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Capital income
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Securities trading
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Timmermann, Allan
Chan, Ngai Hang
3
Gupta, Rangan
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Tate, Geoffrey
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Titman, Sheridan
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Aït-Sahalia, Yacine
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Baker, Malcolm
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Journal of forecasting
The journal of finance : the journal of the American Finance Association
Discussion paper / Centre for Economic Policy Research
6
Discussion paper series / LSE Financial Markets Group
4
Discussion paper / Department of Economics, University of California San Diego
3
Working papers / Brandeis University, Department of Economics and International Business School
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DAE working paper
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Cambridge working papers in economics
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Discussion paper / Deutsche Bundesbank
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Discussion paper in financial economics : FE
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Econometric reviews
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Forecasting volatility in the financial markets
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of empirical finance
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The American economic review
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The review of economic studies
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Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1229-1262
Persistent link: https://www.econbiz.de/10001497598
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2
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
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