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The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10000147745

The statistical and economic significance of the predictability of excess returns of common stocks

Pesaran, M. Hashem; Timmermann, Alan G. - 1990

Persistent link: https://www.econbiz.de/10000130935

Forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1992

Persistent link: https://www.econbiz.de/10000137149

A recursive modelling appoach to predicting UK stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1996

Persistent link: https://www.econbiz.de/10000614563

A recursive modelling approach to predicting UK stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1999

Persistent link: https://www.econbiz.de/10001379445

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

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10000924261

A recursive modelling approach to predicting UK stock returns

Pesaran, M. Hashem; Timmermann, Allan - In: The economic journal : the journal of the Royal … 110 (2000), pp. 159-191

Persistent link: https://www.econbiz.de/10001469604

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

The tensions between books and book markets as expressions of culture and books as products in profit-making businesses are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for books through laws concerning prices of books, grants...

Persistent link: https://www.econbiz.de/10002734112

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, M. Hashem - 2010

Persistent link: https://www.econbiz.de/10003981032