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~language:"eng"
~type_genre:"Article in journal"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"Volatilität"
~person:"Timmermann, Allan"
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Börsenkurs
Großbritannien
Volatilität
Theorie
57
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57
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54
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54
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29
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Timmermann, Allan
Gupta, Rangan
220
McMillan, David G.
108
Ma, Feng
98
Bouri, Elie
94
Gil-Alaña, Luis A.
94
Narayan, Paresh Kumar
94
Wohar, Mark E.
93
Bahmani-Oskooee, Mohsen
90
Tiwari, Aviral Kumar
89
Machin, Stephen
88
Caporale, Guglielmo Maria
87
Hammoudeh, Shawkat
85
McAleer, Michael
79
Wright, Mike
66
Blundell, Richard W.
65
Taylor, Mark P.
65
Zaremba, Adam
64
Ryu, Doojin
63
Xuan Vinh Vo
62
Apergēs, Nikolaos
61
Pierdzioch, Christian
61
Kang, Sang Hoon
58
Mills, Terence C.
58
Bollerslev, Tim
57
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57
Mensi, Walid
57
Madura, Jeff
56
Zhang, Wei
55
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54
Lucey, Brian M.
54
Balcilar, Mehmet
52
Brooks, Robert
52
Hassan, M. Kabir
52
Salisu, Afees A.
52
Hamori, Shigeyuki
51
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50
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50
Wang, Yudong
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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
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2
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2
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2
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ECONIS (ZBW)
31
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1
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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
Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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