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Theorie
Theory
776
Prognoseverfahren
249
Forecasting model
244
Volatilität
231
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230
Zeitreihenanalyse
230
Time series analysis
224
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216
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212
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195
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195
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175
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168
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164
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164
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150
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149
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114
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114
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107
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107
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103
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102
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101
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101
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101
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101
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98
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95
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93
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93
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93
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91
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79
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79
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English
782
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3
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1
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Andersen, Torben M.
245
Timmermann, Allan
217
Taylor, Robert
97
Taylor, Alan M.
96
Andersen, Torben
77
Bollerslev, Tim
57
Pesaran, M. Hashem
46
Diebold, Francis X.
35
Jordà, Òscar
35
Pettenuzzo, Davide
33
Bhattacharya, Joydeep
31
Xiu, Dacheng
24
Cavaliere, Giuseppe
20
Leybourne, Stephen James
20
Elliott, Graham
19
Sørensen, Allan
18
Andersen, Torben G.
16
Todorov, Viktor
16
Aït-Sahalia, Yacine
12
Harvey, David I.
11
Guidolin, Massimo
10
O'Rourke, Kevin Hjortshøj
10
Svarer, Michael
10
White, Halbert
10
Zhu, Yinchu
10
Blake, David
9
Fusari, Nicola
9
Labys, Paul
9
Obstfeld, Maurice
9
Sullivan, Ryan
9
Christoffersen, Peter F.
8
Feenstra, Robert C.
8
Patton, Andrew J.
8
Pick, Andreas
8
Rahbek, Anders
8
Satchell, Stephen
8
Smith, Richard J.
8
Valkanov, Rossen I.
8
Ang, Andrew
7
Beier, Niels C.
7
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National Bureau of Economic Research
24
Birkbeck College / Department of Economics
6
Forschungsinstitut zur Zukunft der Arbeit
3
The Wharton Financial Institutions Center
3
University of Cambridge / Department of Applied Economics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Danmarks Nationalbank
2
European Commission / Directorate-General for Economic and Financial Affairs
2
Federal Reserve Bank of St. Louis
2
Rodney L. White Center for Financial Research
2
University of Cambridge / Faculty of Economics
2
Aarhus Universitet / Centre for Dynamic Modelling in Economics
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Centre for Economic Policy Research
1
European University Institute / Department of Economics
1
Granger Centre for Time Series Econometrics
1
Institut for Nationaløkonomi <Kopenhagen>
1
London School of Economics and Political Science
1
Pensions Institute
1
Princeton University Press
1
School of Economics, Mathematics and Statistics <London>
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
Symposium Public Policy and Economic Theory <1997, Lysebu>
1
University of California Berkeley / Center for International and Development Economics Research
1
University of Warwick / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Discussion paper / Centre for Economic Policy Research
35
Journal of econometrics
33
NBER Working Paper
29
Working paper / National Bureau of Economic Research, Inc.
25
Memo / Økonomisk Institut, Aarhus Universitet
24
NBER working paper series
23
Econometric theory
18
Discussion papers / CEPR
16
Department of Economics discussion paper / Department of Economics, The University of Birmingham
15
Economics working paper
15
CESifo working papers
14
Discussion paper / Department of Economics, University of California San Diego
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Discussion paper series / IZA
11
Chicago Booth Research Paper
10
Econometric reviews
10
Economics letters
10
International journal of forecasting
9
The economic journal : the journal of the Royal Economic Society
9
CREATES research paper
8
Discussion paper series / LSE Financial Markets Group
8
Working paper / Iowa State University, Department of Economics
8
European economic review : EER
7
Journal of economic dynamics & control
7
The Scandinavian journal of economics
7
Working paper / Department of Economics, University of Aarhus
7
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
6
CFS working paper series
6
Discussion paper in financial economics : FE
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Handbooks in economics
6
Working papers / Financial Institutions Center
6
Working papers series / Federal Reserve Bank of San Francisco
6
CESifo Working Paper Series
5
Cambridge working papers in economics
5
DAE working paper
5
Danmarks Nationalbank working papers
5
Economica
5
Journal of economics
5
Journal of empirical finance
5
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ECONIS (ZBW)
778
EconStor
8
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1
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:
2
[Rezension von: Gourieroux, Christian, ...,, Financial econometrics]
Timmermann, Allan
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 597-598
Persistent link: https://www.econbiz.de/10001789423
Saved in:
3
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
4
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
5
Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan
- In:
Journal of applied econometrics
10
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
Saved in:
6
"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan
- In:
Nationaløkonomisk tidsskrift
131
(
1993
)
3
,
pp. 374-389
Persistent link: https://www.econbiz.de/10001156688
Saved in:
7
Can agents learn to form rational expectations? : Some results on convergence and stability of learning in the UK stock market
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
425
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001165214
Saved in:
8
Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan
- In:
The review of economic studies
63
(
1996
)
4
,
pp. 523-557
Persistent link: https://www.econbiz.de/10001209241
Saved in:
9
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:
10
Present value models with feedback : solutions, stability, bubbles, and some empirical evidence
Timmermann, Allan
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1093-1119
Persistent link: https://www.econbiz.de/10001170709
Saved in:
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