Allan Timmermann

Performance Measurement Using Multiple Asset Class Portfolio Data: A Study of UK Pension Funds

Year: 1997
Journal: No Journal Matched
Authors: David Blake; Bruce N. Lehmann; Allan Timmermann

Datasnooping, Technical Trading Rule Performance, and the Bootstrap

Year: 1998
Journal: No Journal Matched
Authors: Ryan Sullivan; Allan Timmermann; Halbert White

Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities

Year: 2001
Journal: No Journal Matched
Authors: Massimo Guidolin; Allan Timmermann

Economic Forecasting

Year: 2007
Journal: Journal of Economic Literature
Authors: Graham Elliott; Allan Timmermann

Regime Changes and Financial Markets

Year: 2011
Journal: Annual Review of Financial Economics
Authors: Andrew Ang; Allan Timmermann

Forecasting Methods in Finance

Year: 2018
Journal: Annual Review of Financial Economics
Authors: Allan Timmermann

Pockets of Predictability

Year: 2018
Journal: Journal of Finance
Authors: Leland E. Farmer; Lawrence Schmidt; Allan Timmermann

Comparing Forecasting Performance with Panel Data

Year: 2019
Journal: No Journal Matched
Authors: Allan Timmermann; Yinchu Zhu

Do Any Economists Have Superior Forecasting Skills?

Year: 2019
Journal: No Journal Matched
Authors: Ritong Qu; Allan Timmermann; Yinchu Zhu

Cash Flow News and Stock Price Dynamics

Year: 2019
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Riccardo Sabbatucci; Allan Timmermann

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

Year: 2019
Journal: No Journal Matched
Authors: Rafael Burjack; Ritong Qu; Allan Timmermann

Dividend Suspensions and Cash Flow Risk During the COVID-19 Pandemic

Year: 2020
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Riccardo Sabbatucci; Allan Timmermann

Search and Predictability of Prices in the Housing Market

Year: 2021
Journal: Management Science
Authors: Stig Møller; Thomas Pedersen; Erik Christian Montes Schütte; Allan Timmermann

Conditional Rotation Between Forecasting Models

Year: 2021
Journal: No Journal Matched
Authors: Yinchu Zhu; Allan Timmermann

Outlasting the Pandemic: Corporate Payout and Financing Decisions during COVID-19

Year: 2021
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Riccardo Sabbatucci; Allan Timmermann

Have Risk Premia Vanished?

Year: 2021
Journal: No Journal Matched
Authors: Simon Smith; Allan Timmermann

Forecasting with Panel Data: Estimation Uncertainty versus Parameter Heterogeneity

Year: 2022
Journal: No Journal Matched
Authors: M Hashem Pesaran; Andreas Pick; Allan Timmermann

Breaks in the Phillips Curve: Evidence from Panel Data

Year: 2023
Journal: No Journal Matched
Authors: Simon Smith; Allan Timmermann; Jonathan H. Wright

Warp Speed Price Moves: Jumps After Earnings Announcements

Year: 2023
Journal: No Journal Matched
Authors: Kim Christensen; Allan Timmermann; Bezirgen Veliyev

Breaks in the Phillips Curve: Evidence from Panel Data

Year: 2023
Journal: No Journal Matched
Authors: Simon Smith; Allan Timmermann; Jonathan Wright