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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Discussion paper / Centre for Economic Policy Research
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Forecast combinations
Timmermann, Allan
-
2005
Persistent link: https://www.econbiz.de/10003294317
Saved in:
2
Forecasting methods in finance
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011884437
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3
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
Saved in:
4
Properties of optimal forecasts
Patton, Andrew J.
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797250
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5
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
Saved in:
6
Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10000637545
Saved in:
7
Estimating loss function pararmeters
Elliott, Graham
;
Komunjer, Ivana
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001748802
Saved in:
8
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
Saved in:
9
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
10
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398866
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