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~subject:"Capital income"
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Capital income
Theorie
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Timmermann, Allan
84
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9
White, Halbert
9
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7
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Valkanov, Rossen I.
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Banegas, Ayelen
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Bollerslev, Tim
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Kapur, Sandeep
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Kosowski, Robert L.
3
Miles, David
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Quaedvlieg, Rogier
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Aiolfi, Marco
2
Brown, Stephen J.
2
Catão, Luis
2
Cenesizoglu, Tolga
2
Giudice Rodriguez, Marius del
2
Hendry, David F.
2
Paye, Bradley S.
2
Reade, J. James
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Rossi, Alberto G.
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Sabbatucci, Riccardo
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Smith, Simon C.
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Sola, Martin
2
Weller, Brian M.
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Zhang, Haozhe
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Grønborg, Niels S.
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Discussion paper / Department of Economics, University of California San Diego
9
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1
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Essays in nonlinear time series econometrics
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ECONIS (ZBW)
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1
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
Saved in:
2
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
3
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:
4
Elusive return predictability
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
Saved in:
5
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:
6
Elusive return predictability: reply to the discussion
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 29-30
Persistent link: https://www.econbiz.de/10003661200
Saved in:
7
Reparto del riesgo y costes de transición en la reforma del sistema de pensiones en Europa
Miles, David
;
Timmermann, Allan
- In:
Información comercial española / Cuadernos económicos
(
1998
)
64
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001528971
Saved in:
8
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
2000
Persistent link: https://www.econbiz.de/10001533300
Saved in:
9
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
10
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
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