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ECONIS (ZBW)
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1
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:
2
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
3
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:
4
"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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Variance bounds and excess volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000961814
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