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subject:"Kapitaleinkommen"
~person:"Timmermann, Allan"
~type_genre:"Article in journal"
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Kapitaleinkommen
Estimation
16
Schätzung
16
Theorie
9
Theory
9
Capital income
7
Forecasting model
7
Prognoseverfahren
7
Bayes-Statistik
5
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Börsenkurs
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Article in journal
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Timmermann, Allan
Gupta, Rangan
60
Zaremba, Adam
59
McMillan, David G.
31
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Pierdzioch, Christian
20
Wang, Yudong
20
Bollerslev, Tim
18
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
18
Zhang, Yaojie
18
Ma, Feng
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Bouri, Elie
14
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Jareño, Francisco
12
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Demirer, Rıza
11
Tauchen, George Eugene
11
Xuan Vinh Vo
11
Apergēs, Nikolaos
10
Bohl, Martin T.
10
Lee, Chien-chiang
10
Li, Bin
10
Salisu, Afees A.
10
Umar, Zaghum
10
Yang, Chunpeng
10
Yin, Libo
10
Zhou, Guofu
10
Andersen, Torben
9
Chiah, Mardy
9
Jawadi, Fredj
9
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Journal of financial economics
3
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
7
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
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
Saved in:
4
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
5
Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
115
(
2005
)
500
,
pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
Saved in:
6
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Saved in:
7
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
Saved in:
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