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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
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1997
Persistent link: https://www.econbiz.de/10000978185
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2
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
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3
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
Saved in:
4
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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5
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
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6
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
Saved in:
7
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
-
1998
Persistent link: https://www.econbiz.de/10000988763
Saved in:
8
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
9
How stable are financial prediction models? : Evidence from US and international stock market data
Paye, Bradley S.
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001752971
Saved in:
10
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001683587
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