Predictability of stock returns and asset allocation under structural breaks (Q737993): Difference between revisions

@@ Property / author @@
-Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
-Normal rank
@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Gibbsit
@@ Property / describes a project that uses: Gibbsit / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2011.02.019
+Normal rank
@@ Property / OpenAlex ID @@
+W2037002257
@@ Property / OpenAlex ID: W2037002257 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Calculating posterior distributions and modal estimates in Markov mixture models
+Normal rank
@@ Property / cites work @@
+Estimation and comparison of multiple change-point models
+Normal rank
@@ Property / cites work @@
+Efficient Tests for General Persistent Time Variation in Regression Coefficients
+Normal rank
@@ Property / cites work @@
+Q5289821
@@ Property / cites work: Q5289821 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on some limitations of CRRA utility
@@ Property / cites work: A note on some limitations of CRRA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian correlation estimation
@@ Property / cites work: Bayesian correlation estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Time Series Subject to Multiple Structural Breaks
+Normal rank
@@ Property / cites work @@
+Predictable returns and asset allocation: should a skeptical investor time the market?
+Normal rank