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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Börsenkurs
Forecasting model
Prognoseverfahren
16
Theorie
11
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11
Capital income
7
Kapitaleinkommen
7
Bayes-Statistik
5
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5
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Timmermann, Allan
Todorov, Viktor
12
Bollerslev, Tim
11
Patton, Andrew J.
10
Tauchen, George Eugene
10
Swanson, Norman R.
9
Diebold, Francis X.
8
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8
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
Pettenuzzo, Davide
6
Schorfheide, Frank
6
Stambaugh, Robert F.
6
Taylor, Robert
6
Aït-Sahalia, Yacine
5
Bali, Turan G.
5
Barberis, Nicholas
5
Barclay, Michael J.
5
Corradi, Valentina
5
Elliott, Graham
5
Fan, Jianqing
5
French, Kenneth Ronald
5
Greenwood, Robin
5
Kelly, Bryan T.
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Linton, Oliver
5
Lou, Dong
5
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5
Pesaran, M. Hashem
5
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5
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5
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Journal of econometrics
Journal of financial economics
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
3
Journal of forecasting
3
The economic journal : the journal of the Royal Economic Society
3
The review of economic studies
3
The review of financial studies
3
Journal of empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of finance : the journal of the American Finance Association
2
Annals of finance
1
Annual review of economics
1
Annual review of financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economica
1
European finance review : the official journal of the European Finance Association
1
International economic review
1
Journal of applied econometrics
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)
18
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1
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Date (oldest first)
1
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
2
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
3
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
4
Conditional rotation between forecasting models
Zhu, Yinchu
;
Timmermann, Allan
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 329-347
Persistent link: https://www.econbiz.de/10013464796
Saved in:
5
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
6
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:
7
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
8
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:
9
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
10
Dynamic econometric modeling and forecasting in the presence of instability
Timmermann, Allan
;
Dijk, Herman K. van
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 131-133
Persistent link: https://www.econbiz.de/10010254883
Saved in:
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