Items where Author is "Timmermann, Allan"

Number of items: 19.
  • Annals issue on forecasting — guest editors’ introduction. Issler, João Victor; Linton, Oliver; Timmermann, Allan
  • Business cycle asymmetries in stock returns:evidence from higher order moments and conditional densities. Perez-Quiros, Gabriel; Timmermann, Allan picture_as_pdf
  • Business cycle asymmetries in stock returns:evidence from higher order moments and conditional densities. Perez-Quiros, Gabriel; Timmermann, Allan
  • Dangers of data mining: the case of calendar effects in stock returns. Sullivan, Ryan; Timmermann, Allan; White, Halbert
  • Data snooping, technical trading, rule performance, and the bootstrap. Sullivan, Ryan; Timmermann, Allan; White, Halbert picture_as_pdf
  • Firm size and cyclical variations in stock returns. Perez-Quiros, Gabriel; Timmermann, Allan picture_as_pdf
  • International asset allocation with time-varying investment opportunities. Blake, David; Timmermann, Allan
  • Market timing and return prediction under model instability. Pesaran, M. Hashem; Timmermann, Allan
  • Moments of Markov switching models. Timmermann, Allan picture_as_pdf
  • Option prices under Bayesian learning:implied volatility dynamics and predictive densities. Guidolin, Massimo; Timmermann, Allan picture_as_pdf
  • Performance clustering and incentives in the UK pension fund industry. Blake, David; Lehmann, Bruce N.; Timmermann, Allan
  • Performance measurement and evaluation. Lehmann, Bruce; Timmermann, Allan
  • Returns from active management in international equity markets:evidence from a panel of UK pension funds. Blake, David; Timmermann, Allan picture_as_pdf
  • Structural breaks, incomplete information and stock prices. Timmermann, Allan
  • Structural breaks, incomplete information, and stock prices. Timmermann, Allan
  • Testable implications of forecast optimality. Patton, Andrew J.; Timmermann, Allan
  • The dangers of data-driven inference:the case of calender effects in stock returns. Sullivan, Ryan; Timmermann, Allan; White, Halbert picture_as_pdf
  • The hazards of mutual fund performance:a Cox regression analysis. Lunde, Asger; Timmermann, Allan; Blake, David
  • A recursive modelling approach to predicting UK stock returns. Pesaran, M.; Timmermann, Allan