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~language:"eng"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
Theorie
57
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57
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54
Prognoseverfahren
54
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29
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29
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Timmermann, Allan
Gupta, Rangan
206
Ma, Feng
98
Bouri, Elie
94
McMillan, David G.
94
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
85
Narayan, Paresh Kumar
84
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81
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
77
Caporale, Guglielmo Maria
67
Zaremba, Adam
65
Ryu, Doojin
63
Xuan Vinh Vo
62
Pierdzioch, Christian
61
Kang, Sang Hoon
58
Mensi, Walid
57
Gil-Alaña, Luis A.
55
Bollerslev, Tim
54
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52
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52
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51
Lucey, Brian M.
51
Salisu, Afees A.
51
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51
Zhang, Wei
51
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50
Hassan, M. Kabir
50
Corbet, Shaen
49
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49
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48
Balcilar, Mehmet
47
Demirer, Rıza
47
Kumar, Dilip
47
Nguyen, Duc Khuong
46
Hamori, Shigeyuki
45
Lien, Da-hsiang Donald
44
Yoon, Seong-min
43
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42
Chevallier, Julien
41
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
3
The economic journal : the journal of the Royal Economic Society
3
Economics letters
2
Journal of econometrics
2
Journal of forecasting
2
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2
The review of financial studies
2
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1
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1
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ECONIS (ZBW)
28
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1
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:
2
Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
Saved in:
3
Pockets of predictability
Farmer, Leland E.
;
Schmidt, Lawrence
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1279-1341
Persistent link: https://www.econbiz.de/10014312021
Saved in:
4
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:
5
Break risk
Smith, Simon C.
;
Timmermann, Allan
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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