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Disambiguation of "Timmermann, Allan"

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Dangers of data mining: The case of calendar effects in stock returns

, , and . Journal of Econometrics, 105 (1): 249--286 (November 2001)

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Moray Allan

Jennifer Allanson

Marianne Allanic

Feras Allan

Allan Zuckerwar

 

Other publications of authors with the same name

Asset allocation under multivariate regime switching, and . Journal of Economic Dynamics and Control, 31 (11): 3503--3544 (November 2007)Efficient market hypothesis and forecasting, and . International Journal of Forecasting, 20 (1): 15--27 (00 2004)On the optimality of adaptive expectations: Muth revisited, and . International Journal of Forecasting, 11 (3): 407--416 (September 1995)Instability of return prediction models, and . Journal of Empirical Finance, 13 (3): 274--315 (June 2006)Small sample properties of forecasts from autoregressive models under structural breaks, and . Journal of Econometrics, 129 (1-2): 183--217 (00 2005)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.Optimal properties of exponentially weighted forecasts in the presence of different information sources, and . Economics Letters, 45 (2): 169--174 (June 1994)Properties of equilibrium asset prices under alternative learning schemes, and . Journal of Economic Dynamics and Control, 31 (1): 161--217 (January 2007)Present value models with feedback : Solutions, stability, bubbles, and some empirical evidence. Journal of Economic Dynamics and Control, 18 (6): 1093--1119 (November 1994)How costly is it to ignore breaks when forecasting the direction of a time series?, and . International Journal of Forecasting, 20 (3): 411--425 (00 2004)