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On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939555
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1997
Persistent link: https://www.econbiz.de/10000978185
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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/10000988757
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914280
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Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000915842
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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208