//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Strukturbruch
Theorie
57
Theory
57
Forecasting model
54
Prognoseverfahren
54
Kapitaleinkommen
29
Börsenkurs
23
Share price
23
USA
19
United States
19
Estimation
16
Schätzung
16
Economic forecast
15
Wirtschaftsprognose
15
Portfolio selection
14
Portfolio-Management
14
Structural break
11
Time series analysis
10
Zeitreihenanalyse
10
CAPM
8
Großbritannien
8
United Kingdom
8
Dividend
7
Dividende
7
Forecast
7
Investment Fund
7
Investmentfonds
7
Prognose
7
Bayes-Statistik
6
Bayesian inference
6
Financial market
6
Finanzmarkt
6
Learning process
6
Lernprozess
6
Volatility
6
Volatilität
6
Welt
6
World
6
Business cycle
5
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Working Paper
53
Arbeitspapier
49
Graue Literatur
45
Non-commercial literature
45
Aufsatz in Zeitschrift
37
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
Spanish
1
Author
All
Timmermann, Allan
Gupta, Rangan
131
Zaremba, Adam
94
Narayan, Paresh Kumar
82
McMillan, David G.
69
Wohar, Mark E.
67
Gil-Alaña, Luis A.
66
Tiwari, Aviral Kumar
52
Bouri, Elie
46
Faff, Robert W.
45
Caporale, Guglielmo Maria
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Wang, Yudong
38
Lee, Chien-chiang
37
Demirer, Rıza
36
Fletcher, Jonathan
36
Brooks, Robert
34
Nguyen, Duc Khuong
34
Chiang, Thomas C.
33
Hammoudeh, Shawkat
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Chang, Tsangyao
32
Titman, Sheridan
32
Shahzad, Syed Jawad Hussain
31
Zhou, Guofu
30
Apergēs, Nikolaos
29
Balcilar, Mehmet
29
Guidolin, Massimo
29
Kumar, Dilip
29
Perron, Pierre
29
Xuan Vinh Vo
29
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Leybourne, Stephen James
26
Ryu, Doojin
26
more ...
less ...
Published in...
All
Journal of econometrics
6
International journal of forecasting
5
Journal of financial economics
4
The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
3
Journal of empirical finance
2
The review of financial studies
2
Econometric reviews
1
Economic policy : a European forum
1
Economics letters
1
European finance review : the official journal of the European Finance Association
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Manchester School
1
The quarterly journal of economics
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
4
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:
5
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
6
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
7
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:
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
Do return prediction models add economic value?
Cenesizoglu, Tolga
;
Timmermann, Allan
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2974-2987
Persistent link: https://www.econbiz.de/10009673046
Saved in:
10
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->