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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"hrv"
~person:"Timmermann, Allan"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Volatility
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Timmermann, Allan
Lucas, André
8
Koopman, Siem Jan
6
Franses, Philip Hans
5
Ghysels, Eric
5
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4
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of finance : the journal of the American Finance Association
4
Journal of econometrics
3
The review of financial studies
2
Covid economics : vetted and real-time papers
1
Econometric reviews
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
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Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Swedish House of Finance research paper
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The American economic review
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The Manchester School
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The quarterly journal of economics
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ECONIS (ZBW)
3
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1
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
2
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
3
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
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