haku: @author Timmermann, A. / yhteensä: 8
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1.
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
Journal of Financial Economics
2010 : DEC, VOL. 98:3 p. 605-625
 2010 Patton, A.J.
Timmermann, A.
2.
Biases in macroeconomic forecasts: Irrationality or asymmetric loss?
Journal of the European Economic Association
2008 : MAR, VOL. 6:1, p. 122-157
 2008 Elliott, G.
Komunjer, I.
Timmermann, A.
3.
Relative performance evaluation contracts and asset market equilibrium
Economic Journal
2005 : OCT, VOL. 115:506, p. 1077-1102
 2005 Kapur, S.
Timmermann, A.
4.
Market timing and return prediction under model instability
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 495-510
 2002 Pesarana, M.H.
Timmermann, A.
5.
Firm size and cyclical variations in stock returns18
Journal of Finance
2000 : JUN, VOL. 55:3, p. 1229-1262
 2000 Perez-Quiros, G.
Timmermann, A.
6.
Moments of Markov switching models
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 75-111
 2000 Timmermann, A.
7.
Mutual Fund Performance: Evidence from the UK
European Finance Review
1998 : VOL. 2:1, p. 57-77
 1998 Blake, D.
Timmermann, A.
8.
Predictability of stock returns: robustness and economic significance
Journal of Finance
1995 : SEP, VOL. 50:4, p. 1201-1228
 1995 Pesaran, M.
Timmermann, A.
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