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~language:"eng"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~subject:"Prognose"
~type_genre:"Article in journal"
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Kapitaleinkommen
Prognose
Theorie
58
Theory
58
Forecasting model
55
Prognoseverfahren
55
Capital income
29
Börsenkurs
23
Share price
23
USA
18
United States
18
Economic forecast
16
Estimation
16
Schätzung
16
Wirtschaftsprognose
16
Portfolio selection
14
Portfolio-Management
14
Structural break
11
Strukturbruch
11
Time series analysis
11
Zeitreihenanalyse
11
CAPM
8
Forecast
8
Großbritannien
8
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8
Dividend
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Finanzmarkt
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Lernprozess
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31
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4
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Timmermann, Allan
Gupta, Rangan
150
Zaremba, Adam
100
McMillan, David G.
69
Pierdzioch, Christian
67
Narayan, Paresh Kumar
60
Wohar, Mark E.
60
Ma, Feng
55
Bouri, Elie
53
Wang, Yudong
50
Faff, Robert W.
48
Bali, Turan G.
43
Cakici, Nusret
42
Tiwari, Aviral Kumar
40
Demirer, Rıza
37
Fletcher, Jonathan
37
Zhang, Wei
36
Zhang, Yaojie
36
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Titman, Sheridan
34
Nguyen, Duc Khuong
33
Caporale, Guglielmo Maria
32
Gil-Alaña, Luis A.
32
Salisu, Afees A.
32
Zhou, Guofu
31
Liang, Chao
30
Ryu, Doojin
30
Apergēs, Nikolaos
29
Xuan Vinh Vo
29
Guidolin, Massimo
28
Harvey, Campbell R.
28
Lee, Bong-soo
28
Shahzad, Syed Jawad Hussain
28
Wei, K. C. John
28
Bollerslev, Tim
27
Fabozzi, Frank J.
27
Hammoudeh, Shawkat
27
Shen, Dehua
27
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International journal of forecasting
7
Journal of econometrics
6
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
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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 financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
The Manchester School
1
The quarterly journal of economics
1
The review of financial studies
1
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ECONIS (ZBW)
37
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1
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10
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37
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1
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Saved in:
2
Search and predictability of prices in the housing market
Møller, Stig Vinther
;
Pedersen, Thomas Quistgaard
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 415-438
Persistent link: https://www.econbiz.de/10014470028
Saved in:
3
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:
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
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:
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
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:
8
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:
9
Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio
;
Timmermann, Allan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 825-843
Persistent link: https://www.econbiz.de/10010516048
Saved in:
10
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
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