//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
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
Forecasting stock returns unde...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
96
Language
All
Undetermined
93
Danish
3
Author
All
Timmermann, Allan
63
Valkanov, Rossen
16
Guidolin, Massimo
11
Timmermann, A.
10
Ghysels, Eric
6
Pesaran, M.Hashem
6
Santa-Clara, Pedro
6
Torous, Walter
6
Plazzi, Alberto
5
Blake, David
4
Elliott, Graham
4
Miles, David
3
Patton, Andrew J
3
Patton, Andrew J.
3
Satchell, S.
3
Sullivan, Ryan
3
Timmermann, Allan Gilling
3
White, Halbert
3
Aiolfi, Marco
2
Lunde, Asger
2
Perez-Quiros, Gabriel
2
Pesaran, Hashem
2
Pesaran, M.H.
2
Pettenuzzo, Davide
2
Wermers, Russ
2
Ang, Andrew
1
BLAKE, DAVID
1
Banegas, Ayelen
1
Boos, M.
1
Brandt, Michael W.
1
CapistrÁN, Carlos
1
Capistrán, Carlos
1
Catão, Luis A.V.
1
Cenesizoglu, Tolga
1
Eberhardt, I.
1
Fernandez Castelao, E.
1
Genre, Véronique
1
Gillen, Ben
1
Gilling Timmermann, Allan
1
Gourieroux, Christian
1
more ...
less ...
Published in...
All
Journal of econometrics
14
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of finance : the journal of the American Finance Association
6
Journal of financial economics
5
The review of financial studies
5
Journal of economic dynamics & control
4
The economic journal : the journal of the Royal Economic Society
4
Economics letters
3
Journal of empirical finance
3
Journal of forecasting
3
Nationaløkonomisk tidsskrift
3
The journal of business : B
3
Working paper / National Bureau of Economic Research, Inc
3
Econometric reviews
2
Journal of applied econometrics
2
Journal of economic literature
2
Journal of the American Statistical Association : JASA
2
The review of economic studies
2
Econometric theory
1
Economic policy : a European forum
1
Economica
1
Ergonomics : an international journal of research and practice in human factors and ergonomics ; the official publication of the Ergonomics Society and International Ergonomics Association
1
European financial management : the journal of the European Financial Management Association
1
IMF staff papers
1
Información comercial española / Cuadernos económicos
1
International economic review
1
Journal of banking & finance
1
Journal of development economics
1
Journal of money, credit and banking : JMCB
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The Manchester School
1
The Scandinavian journal of economics
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
1
The quarterly journal of economics
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
505
RePEc
248
EconStor
20
BASE
7
USB Cologne (business full texts)
2
USB Cologne (EcoSocSci)
2
ArchiDok
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning, Structural Instability, and Present Value Calculations
Pesaran, Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10007730238
Saved in:
2
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009178482
Saved in:
3
Børskrakket i oktober 1987
Timmermann, Allan Gilling
- In:
Nationaløkonomisk tidsskrift
127
(
1989
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10009937949
Saved in:
4
Udviklingen i de danske aktiekurser 1914 - 1990
Timmermann, Allan Gilling
- In:
Nationaløkonomisk tidsskrift
130
(
1992
)
3
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009938029
Saved in:
5
"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan Gilling
- In:
Nationaløkonomisk tidsskrift
131
(
1993
)
3
,
pp. 374-389
Persistent link: https://www.econbiz.de/10009938061
Saved in:
6
Learning, Specification Search and Market Efficiency. With an Application to the Danish Stock Market
Gilling Timmermann, Allan
- In:
The Scandinavian journal of economics
95
(
1993
)
2
,
pp. 157-174
Persistent link: https://www.econbiz.de/10006074416
Saved in:
7
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
Saved in:
8
Functional Central Limit Theorem approximations and the distribution of the Dickey#8211Fuller test with strongly heteroskedastic data
Valkanov, Rossen
- In:
Economics letters
86
(
2005
)
3
,
pp. 427-434
Persistent link: https://www.econbiz.de/10006753453
Saved in:
9
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10006500590
Saved in:
10
Long-horizon regressions: theoretical results and applications
Valkanov, Rossen
- In:
Journal of financial economics
68
(
2003
)
2
,
pp. 201-232
Persistent link: https://www.econbiz.de/10006507221
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->