Timmermann, Allan.
Timmermann, Allan G.
Timmermann, A.
Timmermann, Allan 1964-
Timmermann, Allan Gilling
Allan Timmermann
VIAF ID: 84096885 ( Personal )
Permalink: http://viaf.org/viaf/84096885
Preferred Forms
- 100 0 _ ‡a Allan Timmermann
- 100 1 _ ‡a Timmermann, A.
- 100 1 _ ‡a Timmermann, Allan
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- 100 1 _ ‡a Timmermann, Allan
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- 100 1 _ ‡a Timmermann, Allan ‡d 1964-
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4xx's: Alternate Name Forms (16)
5xx's: Related Names (6)
- 510 2 _ ‡a Aarhus Universitet ‡b Center for Research in Econometric Analysis of Time Series ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Birkbeck College ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a London School of Economics and Political Science ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Rady School of Management and Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of California, San Diego ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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The birth and death processes of mutual funds | |
Business cycle asymmetries in stock returns evidence from higher order moments and conditional densities | |
Cointegration tests of present value models with a time-varying discount factor | |
Common Factors in Latin America's Business Cycles | |
Country and industry factors in stock returns : a regime switching approach | |
Data-snooping, technical trading rule performance and the bootstrap | |
Decentralized investment management : Evidence from the pension fund industry | |
Duration dependence in stock prices: an analysis of bull and bear markets | |
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns | |
Essays in honor of M. Hashem Pesaran. | |
Estimating loss function parameters | |
Fitting the moments : a comparison of arch and regime switching models for daily stock returns | |
Forecast evaluation with shared data sets | |
Forecast rationality tests based on multi-horizon bounds | |
Forecasting time series subject to multiple structural breaks | |
Forecasts of US short-term interest rates: a flexible forecast combination approach | |
Handbook of economic forecasting. | |
International asset allocation with time-varying investment opportunities | |
Learning, feedback and multiple equilibria : an alternative explanation of stock price volatility | |
Learning in real time: theory and empirical evidence from the term structure of survey forecasts | |
Learning, specification search and efficiency in the Danish stock market | |
Learning, structural instability and present value calculations | |
Optimal forecast combination under regime switching | |
Option prices under Bayesian learning : implied volatility dynamics and predictive densities | |
Option pricing with garch and systematic consumption risk | |
Panel modeling, micro applications, and econometric methodology | |
Performance measurement using multiple asset class portfolio data : a study of UK pension funds | |
The Predictability of stock returns : evidence from a panel of UK companies | |
Prediction and macro modeling | |
Properties of equilibrium asset prices under alternative learning schemes | |
Real time econometrics | |
Regime changes and financial markets | |
Relative performance evaluation contracts and asset market equilibrium | |
Risky arbitrage strategies: optimal portfolio choice and economic implications | |
Size and value anomalies under regime shifts | |
Small sample properties of forecasts from autoregressive models under structural breaks | |
Strategic asset allocation and consumption decisions under multivariate regime switching | |
Structural breaks, incomplete information and stock prices, 1998: | |
Term structure of risk under alternative econometric specifications | |
Testing dependence among serially correlated multi-categoy variables | |
Understanding Analysts' Earnings Expectations : Biases, Nonlinearities and Predictability | |
Variable selection and inference for multi-period forecasting problems | |
Variance bounds and excess volatility | |
Why do dividend yields forecast stock returns ? | |
The ¤long run behaviour of Danish stock prices |