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Pettenuzzo, Davide's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
597 |
Total
Citations
58 |
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1.
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Forecasting Time Series Subject to Multiple Structural Breaks
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Pesaran, M. Hashem
University of Southern California Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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Posted:
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19 Jul 04
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Last Revised:
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17 Nov 04
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329
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41
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Pesaran, M. Hashem
University of Southern California Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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20
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38
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Structural breaks, forecasting, hierarchical hidden Markov Chain Model, Bayesian model averaging
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Pesaran, M. Hashem
University of Southern California Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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309
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38
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structural breaks, forecasting, hierarchical hidden Markov chain model, Bayesian model averaging
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2.
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Learning, Structural Instability and Present Value Calculations
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Pesaran, M. Hashem
University of Southern California Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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Posted:
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10 Jan 06
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Last Revised:
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30 Nov 12
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143
(103,155)
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3
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Pesaran, M. Hashem
University of Southern California Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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99
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3
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present value, stock prices, structural breaks, Bayesian learning
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Pesaran, M. Hashem
University of Southern California Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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10 Jan 06
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Last Revised:
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30 Nov 12
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44
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3
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present value, stock prices, structural breaks, Bayesian learning
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3.
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Forecasting Stock Returns Under Economic Constraints
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Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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Posted:
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09 Dec 12
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Last Revised:
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12 Mar 13
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84
(153,274)
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Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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1
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Bayesian analysis, Economic constraints, Sharpe Ratio, Stock return predictability
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Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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83
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Economic constraints, Sharpe ratio, Equity premium predictions, Bayesian analysis
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4.
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Pettenuzzo, Davide
Brandeis University - Department of Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
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27
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14
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5.
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Pettenuzzo, Davide
Brandeis University - Department of Economics White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
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14
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