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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
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Variance bounds and excess volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000961814
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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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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
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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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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
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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
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Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939557
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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
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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