Narrow search
Showing 1 - 10 of 12
Cover Image
Learning, specification search and market efficiency : with an application to the Danish stock market
Timmermann, Allan - In: The Scandinavian journal of economics 95 (1993) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10001142623
Cover Image
"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan - In: Nationaløkonomisk tidsskrift 131 (1993) 3, pp. 374-389
Persistent link: https://www.econbiz.de/10001156688
Cover Image
Can agents learn to form rational expectations? : Some results on convergence and stability of learning in the UK stock market
Timmermann, Allan - In: The economic journal : the journal of the Royal … 104 (1994) 425, pp. 777-797
Persistent link: https://www.econbiz.de/10001165214
Cover Image
Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan - In: The review of economic studies 63 (1996) 4, pp. 523-557
Persistent link: https://www.econbiz.de/10001209241
Cover Image
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Cover Image
Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
Cover Image
Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan - In: Journal of applied econometrics 10 (1995) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
Cover Image
Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Cover Image
Structural breaks, incomplete information, and stock prices
Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Cover Image
Special issue on density forecasting in economics and finance
Timmermann, Allan (contributor) - 2000
Persistent link: https://www.econbiz.de/10001504591