LSE creators

Number of items: 20.
Economics
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Blake, David, Timmermann, Allan (2002). International asset allocation with time-varying investment opportunities. (Financial Markets Group Discussion Papers 424). Financial Markets Group, The London School of Economics and Political Science.
    • Financial Markets Group
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Lehmann, Bruce, Timmermann, Allan (2007). Performance measurement and evaluation. (Financial Markets Group Discussion Papers 604). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David, 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. picture_as_pdf
  • Blake, David, Lehmann, Bruce N., 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.
  • Blake, David, Timmermann, Allan (2002). International asset allocation with time-varying investment opportunities. (Financial Markets Group Discussion Papers 424). Financial Markets Group, The London School of Economics and Political Science.
  • Pesaran, M. Hashem, Timmermann, Allan (2002). Market timing and return prediction under model instability. (Financial Markets Group Discussion Papers 412). Financial Markets Group, The London School of Economics and Political Science.
  • Guidolin, Massimo, Timmermann, Allan (2001). Option prices under Bayesian learning: implied volatility dynamics and predictive densities. (Financial Markets Group Discussion Papers 397). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Perez-Quiros, Gabriel, Timmermann, Allan (2000). Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. (Financial Markets Group Discussion Papers 360). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Perez-Quiros, Gabriel, Timmermann, Allan (1999). Firm size and cyclical variations in stock returns. (Financial Markets Group Discussion Papers 335). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Timmermann, Allan (1999). Moments of Markov switching models. (Financial Markets Group Discussion Papers 323). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Pesaran, M., Timmermann, Allan (1999). A recursive modelling approach to predicting UK stock returns. (Financial Markets Group Discussion Papers 322). Financial Markets Group, The London School of Economics and Political Science.
  • Timmermann, Allan (1998). Structural breaks, incomplete information and stock prices. (Financial Markets Group Discussion Papers 311). Financial Markets Group, The London School of Economics and Political Science.
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). Data snooping, technical trading, rule performance, and the bootstrap. (Financial Markets Group Discussion Papers 303). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). The dangers of data-driven inference: the case of calender effects in stock returns. (Financial Markets Group Discussion Papers 304). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lunde, Asger, Timmermann, Allan, Blake, David (1998). The hazards of mutual fund performance: a Cox regression analysis. (Financial Markets Group Discussion Papers 302). Financial Markets Group, The London School of Economics and Political Science.
    • LSE
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (2001). Dangers of data mining: the case of calendar effects in stock returns. Journal of Econometrics, 105(1), 249-286. https://doi.org/10.1016/S0304-4076(01)00077-X
  • Perez-Quiros, Gabriel, Timmermann, Allan (2001). Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. Journal of Econometrics, 103(1-2), 259 - 306. https://doi.org/10.1016/S0304-4076(01)00045-8
  • Timmermann, Allan (2001). Structural breaks, incomplete information, and stock prices. Journal of Business and Economic Statistics, 19(3), 299-314.
  • Timmermann, Allan, Dunis, Christian, Moody, John (Eds.) (2001). Developments in forecast combination and portfolio choice. John Wiley & Sons.
    • STICERD
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Patton, Andrew J., Timmermann, Allan (2005). Testable implications of forecast optimality. (EM 485). Suntory and Toyota International Centres for Economics and Related Disciplines.