Allan Timmermann

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	전체	2019년 이후
서지정보	30986	11041
h-index	80	56
i10-index	164	113

2100

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M. Hashem Pesaran, M H Pesaran, M...John Elliot Distinguished Chair in Economics at USC, Director, Centre for Applied Financialusc.edu의 이메일 확인됨
Russ WermersProfessor of Financeumd.edu의 이메일 확인됨
Davide PettenuzzoAssociate Professor of Financial Econometrics, Brandeis International Business Schoolbrandeis.edu의 이메일 확인됨
Massimo GuidolinBocconi Universityunibocconi.it의 이메일 확인됨
Andrew PattonZelter Family Professor of Economics and Finance, Duke Universityduke.edu의 이메일 확인됨
Asger LundePartner, Copenhagen Economicscopenhageneconomics.com의 이메일 확인됨
Lawrence D. W. SchmidtMassachusetts Institute of Technologymit.edu의 이메일 확인됨
Alberto RossiGeorgetown Universitygeorgetown.edu의 이메일 확인됨
Ian TonksProfessor of Financebristol.ac.uk의 이메일 확인됨
rossen valkanovprofessor of finance, ucsducsd.edu의 이메일 확인됨
Antonio GarganoAssociate Professor of Finance, C.T. Bauer College of Businessbauer.uh.edu의 이메일 확인됨
Benjamin GillenAssistant Professor of Economics, Claremont McKenna Collegecmc.edu의 이메일 확인됨
Tolga CenesizogluProfessor of Finance, HEC Montrealhec.ca의 이메일 확인됨
Bradley PayeAssociate Professor of Finance, Virginia Techvt.edu의 이메일 확인됨
Luís CatãoLisbon School of Economics and Management (ISEG) and Centre for Economic Policy Research (CEPR)iseg.ulisboa.pt의 이메일 확인됨
Robert KosowskiImperial College Londonimperial.ac.uk의 이메일 확인됨
Andrew AngBlackRockblackrock.com의 이메일 확인됨
David MilesImperial Collegeimperial.ac.uk의 이메일 확인됨
Andreas PickErasmus University Universityese.eur.nl의 이메일 확인됨
Peter HansenHenry A. Latané Distinguished Professor, Dept. of Economics, University of North Carolina & Visitingunc.edu의 이메일 확인됨

팔로우

Allan Timmermann

Professor of Finance and Economics, UCSD

ucsd.edu의 이메일 확인됨 - 홈페이지

Economic forecasting asset pricing investment performance forecast combination applied econometrics


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Forecast combinations A Timmermann Handbook of economic forecasting 1, 135-196, 2006	2135	2006
Data‐snooping, technical trading rule performance, and the bootstrap R Sullivan, A Timmermann, H White The journal of Finance 54 (5), 1647-1691, 1999	1423	1999
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis R Kosowski, A Timmermann, R Wermers, H White The Journal of finance 61 (6), 2551-2595, 2006	1388	2006
Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995	1298	1995
A simple nonparametric test of predictive performance MH Pesaran, A Timmermann Journal of Business & Economic Statistics 10 (4), 461-465, 1992	1064	1992
Firm size and cyclical variations in stock returns G Perez‐Quiros, A Timmermann The Journal of Finance 55 (3), 1229-1262, 2000	914	2000
Efficient market hypothesis and forecasting A Timmermann, CWJ Granger International Journal of forecasting 20 (1), 15-27, 2004	845	2004
Regime changes and financial markets A Ang, A Timmermann Annu. Rev. Financ. Econ. 4 (1), 313-337, 2012	557	2012
Selection of estimation window in the presence of breaks MH Pesaran, A Timmermann Journal of Econometrics 137 (1), 134-161, 2007	538	2007
International asset allocation under regime switching, skew, and kurtosis preferences M Guidolin, A Timmermann The Review of Financial Studies 21 (2), 889-935, 2008	516	2008
Asset allocation under multivariate regime switching M Guidolin, A Timmermann Journal of Economic Dynamics and Control 31 (11), 3503-3544, 2007	514	2007
Moments of Markov switching models A Timmermann Journal of econometrics 96 (1), 75-111, 2000	501	2000
Handbook of economic forecasting G Elliott, A Timmermann Newnes, 2013	493	2013
Asset allocation dynamics and pension fund performance D Blake, BN Lehmann, A Timmermann The Journal of Business 72 (4), 429-461, 1999	493	1999
How learning in financial markets generates excess volatility and predictability in stock prices AG Timmermann The Quarterly Journal of Economics 108 (4), 1135-1145, 1993	483	1993
Instability of return prediction models BS Paye, A Timmermann Journal of Empirical Finance 13 (3), 274-315, 2006	480	2006
Economic forecasting G Elliott, A Timmermann Journal of Economic Literature 46 (1), 3-56, 2008	464	2008
Persistence in forecasting performance and conditional combination strategies M Aiolfi, A Timmermann Journal of Econometrics 135 (1-2), 31-53, 2006	438	2006
Small sample properties of forecasts from autoregressive models under structural breaks MH Pesaran, A Timmermann Journal of Econometrics 129 (1-2), 183-217, 2005	433	2005
Forecasting time series subject to multiple structural breaks MH Pesaran, D Pettenuzzo, A Timmermann The Review of Economic Studies 73 (4), 1057-1084, 2006	427	2006

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