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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~subject:"Prognose"
~type_genre:"Article in journal"
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Börsenkurs
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16
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7
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Timmermann, Allan
Todorov, Viktor
10
Tauchen, George Eugene
9
Bollerslev, Tim
7
Hong, Harrison G.
7
Shleifer, Andrei
6
Stambaugh, Robert F.
6
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5
French, Kenneth Ronald
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4
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4
Hendershott, Terrence
4
Karpoff, Jonathan M.
4
Kim, Donggyu
4
Lakonishok, Josef
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Li, Sophia Zhengzi
4
Richardson, Matthew
4
Walkling, Ralph A.
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Yu, Jianfeng
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Yuan, Yu
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3
Da, Zhi
3
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3
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Journal of econometrics
Journal of financial economics
The economic journal : the journal of the Royal Economic Society
3
Economics letters
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
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2
The review of financial studies
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Economica
1
European finance review : the official journal of the European Finance Association
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The Scandinavian journal of economics
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ECONIS (ZBW)
6
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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
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:
4
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:
5
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:
6
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
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