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Market timing and return prediction under model instability
Pesaran, M.Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510
Persistent link: https://www.econbiz.de/10007234575
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Firm heterogeneity and credit risk diversification
Hanson, Samuel G.; Pesaran, M.Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612
Persistent link: https://www.econbiz.de/10008075053
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Model averaging in risk management with an application to futures markets
Pesaran, M.Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10008172658
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Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - In: Journal of empirical finance 6 (1999) 2, pp. 121-152
Persistent link: https://www.econbiz.de/10001426329
Cover Image
Market timing and return prediciton under model instability
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Cover Image
The hazards of mutual fund underperformance: A Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - In: Journal of empirical finance 6 (1999) 2, pp. 121-152
Persistent link: https://www.econbiz.de/10007245408
Cover Image
Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10007259545