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Optimal convergence trade strategies
Liu, Jun; Timmermann, Allan - In: The review of financial studies 26 (2013) 4, pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel; Timmermann, Allan - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1229-1262
Persistent link: https://www.econbiz.de/10001497598
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Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001465937
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Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - In: Economics letters 224 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1997
Persistent link: https://www.econbiz.de/10000978185
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994249
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
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Forecasting in economics and finance
Elliott, Graham; Timmermann, Allan - 2016
Persistent link: https://www.econbiz.de/10011521704
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Forecasting in economics and finance
Elliott, Graham; Timmermann, Allan - In: Annual review of economics 8 (2016), pp. 81-110
Persistent link: https://www.econbiz.de/10011743161