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A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - In: The economic journal : the journal of the Royal … 110 (2000), pp. 159-191
Persistent link: https://www.econbiz.de/10001469604
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001379445
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Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 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 - 1996
Persistent link: https://www.econbiz.de/10000614563
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Learning, specification search and market efficiency : with an application to the Danish stock market
Timmermann, Allan - In: The Scandinavian journal of economics 95 (1993) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10001142623
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How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan - In: The quarterly journal of economics 108 (1993) 4, pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239