Allan Timmermann

22 published titles

Why do dividend yields forecast stock returns?

1 edition

Asset allocation dynamics and pension fund performance

(Contributor)

1 edition

The dangers of data-driven inference : the case of calendar effects in stock returns

(Contributor)

1 edition

Data-snooping, technical trading, rule performance and the bootstrap

(Contributor)

2 editions

Mutual fund performance : evidence from the UK

(Contributor)

2 editions

Developments in forecast combination and portfolio choice

(Contributor)

1 edition

Market timing and return prediction under model instability

(Contributor)

1 edition

Duration dependence in stock prices : an analysis of bull and bear markets

(Contributor)

1 edition

Testable implications of forecast optimality

(Contributor)

1 edition

Handbook of economic forecasting

(Contributor)

1 edition

Asset allocation under multivariate regime switching

(Contributor)

1 edition

Learning in real time : theory and empirical evidence from the term structure of survey forecasts

(Contributor)

1 edition

Variable selection and inference for multi-period forecasting problems

(Contributor)

1 edition

Risky arbitrage strategies : optimal portfolio choice and economic implications

(Contributor)

1 edition

Common factors in Latin America's business cycles

(Contributor)

1 edition

Understanding analysts' earnings expectations : biases, nonlinearities and predictability

(Contributor)

1 edition

Forecast rationality tests based on multi-horizon bounds

(Contributor)

1 edition

Regime changes and financial markets

(Contributor)

1 edition

Runs on money market funds

(Contributor)

1 edition

A Bayesian midas approach to modeling first and second moment dynamics : financial economics

(Contributor)

1 edition

Bond return predictability : economic value and links to the macroeconomy

(Contributor)

1 edition

Forecasting stock returns under economic constraints

(Contributor)

1 edition