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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914266
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Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio; Timmermann, Allan - In: International journal of forecasting 30 (2014) 3, pp. 825-843
Persistent link: https://www.econbiz.de/10010516048
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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of econometrics 193 (2016) 2, pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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Properties of optimal forecasts
Patton, Andrew J.; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797250
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Forecast combinations
Timmermann, Allan - 2006
Persistent link: https://www.econbiz.de/10003338394
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Forecast combinations
Timmermann, Allan - 2005
Persistent link: https://www.econbiz.de/10003294317
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Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
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Comparing forecasting performance in cross-sections
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
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Handbook of economic forecasting
Elliott, Graham (ed.); Granger, C. W. J. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10012254695