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~subject:"Volatility"
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Volatility
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ECONIS (ZBW)
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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:
2
Variance bounds and excess volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000961814
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3
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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4
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/10000914034
Saved in:
5
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
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6
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
7
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
8
Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939557
Saved in:
9
Recursive modeling of nonlinar dynamics in UK stock returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
The Manchester School
71
(
2003
)
4
,
pp. 381-395
Persistent link: https://www.econbiz.de/10001771328
Saved in:
10
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/10000147717
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