//--> //--> //-->
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
~person:"Valkanov, Rossen I."
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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: person:"Timmermann, Allan"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
5
Bayesian inference
5
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Theorie
5
Theory
5
Capital income
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Börsenkurs
3
Share price
3
Time series analysis
3
Welt
3
World
3
Zeitreihenanalyse
3
Business cycle
2
Economic forecast
2
Konjunktur
2
Sampling
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Wirtschaftsprognose
2
1962-2011
1
Bayesian estimation
1
Economic constraints
1
Equity premium predictions
1
Forecast
1
Industrial production
1
Inflation
1
Inflation forecasts
1
MIDAS regressions
1
Out-of-sample forecasts
1
Prognose
1
Regression analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Working Paper
Arbeitspapier
4
Graue Literatur
4
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Valkanov, Rossen I.
Timmermann, Allan
296
Pesaran, M. Hashem
54
Pettenuzzo, Davide
33
Blake, David
29
Wermers, Russ
24
Guidolin, Massimo
22
Elliott, Graham
12
Lunde, Asger
11
White, Halbert
11
Aiolfi, Marco
10
Pick, Andreas
10
Lehmann, Bruce Neal
9
Patton, Andrew J.
9
Gargano, Antonio
8
Pesaran, Mohammad Hashem
8
Sabbatucci, Riccardo
8
Schmidt, Lawrence
8
Sullivan, Ryan
8
Tonks, Ian
7
Capistrán Carmona, Carlos
6
Catão, Luis
6
Smith, Simon C.
6
Zhu, Yinchu
6
Banegas, Ayelen
5
Gillen, Ben
5
Hansen, Peter Reinhard
5
Pérez-Quirós, Gabriel
5
Rossi, Alberto
4
Satchell, Stephen
4
Ang, Andrew
3
Genre, Véronique
3
Grønborg, Niels S.
3
Kapur, Sandeep
3
Kenny, Geoff
3
Meyler, Aidan
3
Miles, David
3
Qu, Ritong
3
Brown, Stephen J.
2
Chan, Kung-sik
2
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Journal of econometrics
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
3
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:
4
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->