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subject:"Börsenkurs"
subject:"Estimation theory"
~person:"Timmermann, Allan"
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Börsenkurs
Estimation theory
Theorie
186
Theory
186
Forecasting model
95
Prognoseverfahren
95
Capital income
38
Estimation
38
Kapitaleinkommen
38
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38
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36
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36
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26
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26
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26
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25
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25
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20
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18
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16
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10
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English
28
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Timmermann, Allan
Härdle, Wolfgang
97
Pesaran, M. Hashem
67
Phillips, Peter C. B.
59
Gouriéroux, Christian
54
Franses, Philip Hans
49
Caporale, Guglielmo Maria
48
Andrews, Donald W. K.
45
Lux, Thomas
45
McAleer, Michael
44
Hautsch, Nikolaus
42
Newey, Whitney K.
42
Swanson, Norman R.
39
Campbell, John Y.
35
Giles, David E. A.
35
Imbens, Guido
35
Engle, Robert F.
33
Dow, James
32
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Bekaert, Geert
29
Bollerslev, Tim
29
Brännäs, Kurt
29
Foucault, Thierry
29
Granger, C. W. J.
29
Horowitz, Joel
29
Krämer, Walter
29
Baltagi, Badi H.
28
Chiarella, Carl
27
Lo, Andrew W.
27
Dufour, Jean-Marie
26
Gupta, Rangan
26
King, Maxwell L.
26
Li, Qi
26
Lütkepohl, Helmut
26
Ohtani, Kazuhiro
26
Veronesi, Pietro
26
Bera, Anil K.
25
Gorton, Gary
25
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5
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1
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Discussion paper in financial economics : FE
5
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4
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
29
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11
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
12
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
13
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:
14
Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939557
Saved in:
15
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
Saved in:
16
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
Saved in:
17
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
Saved in:
18
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
Saved in:
19
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
Saved in:
20
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
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