Forecast combinations A Timmermann Handbook of economic forecasting 1, 135-196, 2006 | 2097 | 2006 |
Data‐snooping, technical trading rule performance, and the bootstrap R Sullivan, A Timmermann, H White The journal of Finance 54 (5), 1647-1691, 1999 | 1423 | 1999 |
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis R Kosowski, A Timmermann, R Wermers, H White The Journal of finance 61 (6), 2551-2595, 2006 | 1379 | 2006 |
Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995 | 1304 | 1995 |
A simple nonparametric test of predictive performance MH Pesaran, A Timmermann Journal of Business & Economic Statistics 10 (4), 461-465, 1992 | 1062 | 1992 |
Firm size and cyclical variations in stock returns G Perez‐Quiros, A Timmermann The Journal of finance 55 (3), 1229-1262, 2000 | 907 | 2000 |
Efficient market hypothesis and forecasting A Timmermann, CWJ Granger International Journal of forecasting 20 (1), 15-27, 2004 | 831 | 2004 |
Regime changes and financial markets A Ang, A Timmermann Annu. Rev. Financ. Econ. 4 (1), 313-337, 2012 | 539 | 2012 |
Selection of estimation window in the presence of breaks MH Pesaran, A Timmermann Journal of Econometrics 137 (1), 134-161, 2007 | 526 | 2007 |
International asset allocation under regime switching, skew, and kurtosis preferences M Guidolin, A Timmermann The Review of Financial Studies 21 (2), 889-935, 2008 | 511 | 2008 |
Asset allocation under multivariate regime switching M Guidolin, A Timmermann Journal of Economic Dynamics and Control 31 (11), 3503-3544, 2007 | 504 | 2007 |
Moments of Markov switching models A Timmermann Journal of econometrics 96 (1), 75-111, 2000 | 494 | 2000 |
Handbook of economic forecasting G Elliott, A Timmermann Elsevier, 2013 | 490 | 2013 |
Asset allocation dynamics and pension fund performance D Blake, BN Lehmann, A Timmermann The Journal of Business 72 (4), 429-461, 1999 | 488 | 1999 |
How learning in financial markets generates excess volatility and predictability in stock prices AG Timmermann The Quarterly Journal of Economics 108 (4), 1135-1145, 1993 | 482 | 1993 |
Instability of return prediction models BS Paye, A Timmermann Journal of Empirical Finance 13 (3), 274-315, 2006 | 475 | 2006 |
Economic forecasting G Elliott, A Timmermann Journal of Economic Literature 46 (1), 3-56, 2008 | 454 | 2008 |
Persistence in forecasting performance and conditional combination strategies M Aiolfi, A Timmermann Journal of Econometrics 135 (1-2), 31-53, 2006 | 427 | 2006 |
Small sample properties of forecasts from autoregressive models under structural breaks MH Pesaran, A Timmermann Journal of Econometrics 129 (1-2), 183-217, 2005 | 419 | 2005 |
Forecasting time series subject to multiple structural breaks MH Pesaran, D Pettenuzzo, A Timmermann The Review of Economic Studies 73 (4), 1057-1084, 2006 | 417 | 2006 |