"Timmermann, Allan"

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 & 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

Blake, David and Timmermann, Allan (2002) Returns from active management in international equity markets; evidence from a panel of UK pension funds. Discussion paper: UBS Pensions Series 004, 426. Financial Markets Group, 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. Discussion paper: UBS Pensions Series 003, 425. Financial Markets Group, 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, 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, London School of Economics and Political Science, London, UK.

Book

Timmermann, Allan, Dunis, Christian and Moody, John, eds. (2001) Developments in forecast combination and portfolio choice. Wiley series in financial economics & quantitative analysis , Vol. 1 . John Wiley and Sons, Chichester. ISBN 9780471521655