Narrow search
Showing 1 - 10 of 160
Cover Image
Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866
Cover Image
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - 2007
Persistent link: https://www.econbiz.de/10003443836
Cover Image
Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo - 2001
Persistent link: https://www.econbiz.de/10013423607
Cover Image
Properties of optimal forecasts
Patton, Andrew J.; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797250
Cover Image
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797255
Cover Image
Estimating loss function pararmeters
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001748802
Cover Image
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001845274
Cover Image
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398483
Cover Image
Real time econometrics
Pesaran, M. Hashem; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002122625