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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994249
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The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994251
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Mutual fund performance : evidence from the UK
Blake, David; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000997120
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A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001379445
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Market timing and return prediction under model instability
Pesaran, M. Hashem; Timmermann, Allan - 2002
Persistent link: https://www.econbiz.de/10001662209
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel; Timmermann, Allan - 2000
Persistent link: https://www.econbiz.de/10001533300
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The cross-section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - 2012 - This version: 12 June 2012
-European asset managers, as well as how macroeconomic information can be used to locate and time these local fund manager skills …
Persistent link: https://www.econbiz.de/10009705491