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Allan Timmermann
Allan Timmermann
Professor of Finance and Economics, UCSD
Verified email at ucsd.edu - Homepage
Title
Cited by
Cited by
Year
Forecast combinations
A Timmermann
Handbook of economic forecasting 1, 135-196, 2006
20972006
Data‐snooping, technical trading rule performance, and the bootstrap
R Sullivan, A Timmermann, H White
The journal of Finance 54 (5), 1647-1691, 1999
14231999
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis
R Kosowski, A Timmermann, R Wermers, H White
The Journal of finance 61 (6), 2551-2595, 2006
13792006
Predictability of stock returns: Robustness and economic significance
MH Pesaran, A Timmermann
The Journal of Finance 50 (4), 1201-1228, 1995
13041995
A simple nonparametric test of predictive performance
MH Pesaran, A Timmermann
Journal of Business & Economic Statistics 10 (4), 461-465, 1992
10621992
Firm size and cyclical variations in stock returns
G Perez‐Quiros, A Timmermann
The Journal of finance 55 (3), 1229-1262, 2000
9072000
Efficient market hypothesis and forecasting
A Timmermann, CWJ Granger
International Journal of forecasting 20 (1), 15-27, 2004
8312004
Regime changes and financial markets
A Ang, A Timmermann
Annu. Rev. Financ. Econ. 4 (1), 313-337, 2012
5392012
Selection of estimation window in the presence of breaks
MH Pesaran, A Timmermann
Journal of Econometrics 137 (1), 134-161, 2007
5262007
International asset allocation under regime switching, skew, and kurtosis preferences
M Guidolin, A Timmermann
The Review of Financial Studies 21 (2), 889-935, 2008
5112008
Asset allocation under multivariate regime switching
M Guidolin, A Timmermann
Journal of Economic Dynamics and Control 31 (11), 3503-3544, 2007
5042007
Moments of Markov switching models
A Timmermann
Journal of econometrics 96 (1), 75-111, 2000
4942000
Handbook of economic forecasting
G Elliott, A Timmermann
Elsevier, 2013
4902013
Asset allocation dynamics and pension fund performance
D Blake, BN Lehmann, A Timmermann
The Journal of Business 72 (4), 429-461, 1999
4881999
How learning in financial markets generates excess volatility and predictability in stock prices
AG Timmermann
The Quarterly Journal of Economics 108 (4), 1135-1145, 1993
4821993
Instability of return prediction models
BS Paye, A Timmermann
Journal of Empirical Finance 13 (3), 274-315, 2006
4752006
Economic forecasting
G Elliott, A Timmermann
Journal of Economic Literature 46 (1), 3-56, 2008
4542008
Persistence in forecasting performance and conditional combination strategies
M Aiolfi, A Timmermann
Journal of Econometrics 135 (1-2), 31-53, 2006
4272006
Small sample properties of forecasts from autoregressive models under structural breaks
MH Pesaran, A Timmermann
Journal of Econometrics 129 (1-2), 183-217, 2005
4192005
Forecasting time series subject to multiple structural breaks
MH Pesaran, D Pettenuzzo, A Timmermann
The Review of Economic Studies 73 (4), 1057-1084, 2006
4172006
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