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person:"Lakonishok, Josef"
~person:"Timmermann, Allan"
~subject:"Share price"
~subject:"Volatility"
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Lakonishok, Josef
Timmermann, Allan
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108
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86
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Ma, Feng
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ECONIS (ZBW)
48
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1
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
2
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
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
Saved in:
4
Variation in expected stock returns : evidence on the pricing of equities from a cross-section of UK companies
Miles, David
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000913943
Saved in:
5
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
Saved in:
6
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000997120
Saved in:
7
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000614563
Saved in:
8
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
9
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
10
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001379445
Saved in:
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