Narrow search
Showing 1 - 10 of 25
Cover Image
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - 2014
Persistent link: https://www.econbiz.de/10010409119
Cover Image
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun; Van Reenen, John; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003830654
Cover Image
Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866
Cover Image
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
Cover Image
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
Cover Image
Properties of equilibrium asset prices under alternative learning schemes
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 31 (2007) 1, pp. 161-217
Persistent link: https://www.econbiz.de/10003404880
Cover Image
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10008859019
Cover Image
Regime changes and financial markets
Ang, Andrew; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10009259678
Cover Image
Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
Cover Image
Forecasting macroeconomic variables under model instability
Gargano, Antonio; Timmermann, Allan - 2016
Persistent link: https://www.econbiz.de/10011521711