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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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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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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
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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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Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939557
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Variance bounds and excess volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000961814
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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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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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000988763