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Performance measurement and ev...
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CAPM
Theorie
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86
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structural breaks
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Lehmann, Bruce Neal
20
Timmermann, Allan
20
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6
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3
Gillen, Ben
3
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3
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3
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2
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2
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1
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ECONIS (ZBW)
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1
Performance measurement and evaluation
Lehmann, Bruce Neal
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003616345
Saved in:
2
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
Saved in:
3
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
4
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
5
Why do dividend yields forecast stock returns?
Timmermann, Allan
- In:
Economics letters
46
(
1994
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
Saved in:
6
Excess volatility and predictability of stock prices in a trend-stationary dividend model with learning
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10013444331
Saved in:
7
Variation in expected stock returns : evidence on the pricing of equities from a cross-section of UK companies
Miles, David
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000913943
Saved in:
8
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
Saved in:
9
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
10
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
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