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Items where Author is "Timmermann, Allan"

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Number of items: 10.

Article

Issler, João Victor, Linton, Oliver and Timmermann, Allan (2011) Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164 (1). pp. 1-3. ISSN 0304-4076

Sullivan, Ryan, Timmermann, Allan and White, Halbert (2001) Dangers of data mining: the case of calendar effects in stock returns. Journal of Econometrics, 105 (1). pp. 249-286. ISSN 0304-4076

Timmermann, Allan (2001) Structural breaks, incomplete information, and stock prices. Journal of Business and Economic Statistics, 19 (3). pp. 299-314. ISSN 0735-0015

Perez-Quiros, Gabriel and Timmermann, Allan (2001) Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. Journal of Econometrics, 103 (1-2). pp. 259-306. ISSN 0304-4076

Monograph

Lehmann, Bruce and Timmermann, Allan (2007) Performance measurement and evaluation. Discussion paper (604). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Patton, Andrew J. and Timmermann, Allan (2005) Testable implications of forecast optimality. EM (485). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Blake, David and Timmermann, Allan (2002) Returns from active management in international equity markets: evidence from a panel of UK pension funds. Financial Markets Group Discussion Papers (426). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David, Lehmann, Bruce N. and Timmermann, Allan (2002) Performance clustering and incentives in the UK pension fund industry. UBS Pensions Series (003). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) International asset allocation with time-varying investment opportunities. Discussion paper: UBS Pensions Series 002 (424). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Pesaran, M. Hashem and Timmermann, Allan (2002) Market timing and return prediction under model instability. Discussion paper (412). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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