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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Forecast combinations
Timmermann, Allan - 2006
Persistent link: https://www.econbiz.de/10003338394
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Elusive return predictability
Timmermann, Allan - In: International journal of forecasting 24 (2008) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
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Forecasting methods in finance
Timmermann, Allan - 2018
Persistent link: https://www.econbiz.de/10011884437
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Forecasting methods in finance
Timmermann, Allan - In: Annual review of financial economics 10 (2018), pp. 449-479
Persistent link: https://www.econbiz.de/10011959903
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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
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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
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A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001495720