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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Variance bounds and excess volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000961814
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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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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000988763
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The hazards of mutual fund performance : a cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000994246
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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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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
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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377