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Disambiguation of "Timmermann, Allan"

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Market timing and return prediction under model instability

, and . Journal of Empirical Finance, 9 (5): 495--510 (December 2002)

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Moray Allan

Jennifer Allanson

Marianne Allanic

Feras Allan

Allan Zuckerwar

 

Other publications of authors with the same name

Small sample properties of forecasts from autoregressive models under structural breaks, and . Journal of Econometrics, 129 (1-2): 183--217 (00 2005)Asset allocation under multivariate regime switching, and . Journal of Economic Dynamics and Control, 31 (11): 3503--3544 (November 2007)On the optimality of adaptive expectations: Muth revisited, and . International Journal of Forecasting, 11 (3): 407--416 (September 1995)Efficient market hypothesis and forecasting, and . International Journal of Forecasting, 20 (1): 15--27 (00 2004)Instability of return prediction models, and . Journal of Empirical Finance, 13 (3): 274--315 (June 2006)OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*, and . International Economic Review, 46 (4): 1081--1102 (305 11 2005)doi: 10.1111/j.1468-2354.2005.00361.x.Market timing and return prediction under model instability, and . Journal of Empirical Finance, 9 (5): 495--510 (December 2002)Option prices under Bayesian learning: implied volatility dynamics and predictive densities, and . Journal of Economic Dynamics and Control, 27 (5): 717--769 (March 2003)Forecast evaluation with shared data sets, , and . International Journal of Forecasting, 19 (2): 217--227 (00 2003)Why do dividend yields forecast stock returns?. Economics Letters, 46 (2): 149--158 (October 1994)