Similar Search Results

Common factors in Latin America's business cycles

Aiolfi, Marco; Catão, Luis; Timmermann, Allan - In: Journal of development economics 95 (2011) 2, pp. 212-228

Persistent link: https://www.econbiz.de/10009261587

Network centrality and pension fund performance

Rossi, Alberto; Blake, David; Timmermann, Allan; Tonks, Ian - 2015

We analyze the relation between the location of a pension fund in its network and the investment performance, risk taking, and flows of the fund. Our approach analyzes the centrality of the fund’s management company by examining the number of connections it has with other management companies...

Persistent link: https://www.econbiz.de/10011392625

Discussion on forecasting commodity price indexes using macroeconomic and financial predictors

Groen, Jan J. J. - In: International journal of forecasting 30 (2014) 3, pp. 844-846

Persistent link: https://www.econbiz.de/10010516046

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

Equivalence between out-of-sample forecast comparisons and Wald statistics

Hansen, Peter Reinhard; Timmermann, Allan - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2485-2505

Persistent link: https://www.econbiz.de/10011431548

Forecasting stock returns under economic constraints

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553

Persistent link: https://www.econbiz.de/10010532691

Modeling covariance risk in Merton's ICAPM

Rossi, Alberto; Timmermann, Allan - In: The review of financial studies 28 (2015) 5, pp. 1428-1461

Persistent link: https://www.econbiz.de/10011338198

The cross section of conditional mutual fund performance in European stock markets

Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726

Persistent link: https://www.econbiz.de/10009764346

Equivalence between out-of-sample forecast comparisons and Wald statistics

Hansen, Peter Reinhard; Timmermann, Allan - 2012

Persistent link: https://www.econbiz.de/10009764694

Choice of sample split in out-of-sample forecast evaluation

Hansen, Peter Reinhard; Timmermann, Allan - 2012

Persistent link: https://www.econbiz.de/10009764696

A service of the

zbw