Narrow search
Showing 1 - 10 of 26
Cover Image
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745
Cover Image
Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Mutual fund performance : evidence from the UK
Blake, David; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000997120
Cover Image
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000614563
Cover Image
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
Cover Image
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001379445
Cover Image
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan - In: The quarterly journal of economics 108 (1993) 4, pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027