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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working papers / Brandeis University, Department of Economics and International Business School"
~person:"Pettenuzzo, Davide"
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Pettenuzzo, Davide
Timmermann, Allan
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Management science : journal of the Institute for Operations Research and the Management Sciences
Working papers / Brandeis University, Department of Economics and International Business School
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1
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
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
A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Roseen
-
2014
Persistent link: https://www.econbiz.de/10010505305
Saved in:
4
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
6
Return predictability under equilibrium constraints on the equity premium
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2008
Persistent link: https://www.econbiz.de/10009782337
Saved in:
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