Allan Timmermann

Allan Timmermann

University of California San Diego - San Diego / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1771624
person_outline Allan Timmermann's MOST POPULAR ARTICLES
1-) Forecast combinationsA TimmermannHandbook of economic forecasting 1, 135-196, 200618972006
2-) Data‐snooping, technical trading rule performance, and the bootstrapR Sullivan, A Timmermann, H WhiteThe journal of Finance 54 (5), 1647-1691, 199913271999
3-) Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysisR Kosowski, A Timmermann, R Wermers, H WhiteThe Journal of finance 61 (6), 2551-2595, 200612712006
4-) Predictability of stock returns: Robustness and economic significanceMH Pesaran, A TimmermannThe Journal of Finance 50 (4), 1201-1228, 199513021995
5-) A simple nonparametric test of predictive performanceMH Pesaran, A TimmermannJournal of Business & Economic Statistics 10 (4), 461-465, 199210661992