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Economics Working Papers / Department of Economics, European University Institute
581
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A simple, non-parametric test of predictive performance
Pesaran, M. Hashem
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Timmermann, Allan
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1990
Persistent link: https://www.econbiz.de/10000805460
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
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Timmermann, Allan
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1992
Persistent link: https://www.econbiz.de/10000850865
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000147745
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Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1992
Persistent link: https://www.econbiz.de/10000137149
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A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1996
Persistent link: https://www.econbiz.de/10000614563
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