Narrow search
Showing 1 - 10 of 230
Cover Image
Moments of Markov switching models
Timmermann, Allan - In: Journal of econometrics 96 (2000) 1, pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Cover Image
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
Cover Image
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger (contributor); Timmermann, Allan (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533118
Cover Image
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
Cover Image
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
Cover Image
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
Cover Image
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
Cover Image
Moments of Markov switching models
Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001379462
Cover Image
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen - In: International journal of forecasting 11 (1995) 3, pp. 407-416
Persistent link: https://www.econbiz.de/10001203016
Cover Image
Structural breaks, incomplete information and stock prices
Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001574558