Concepedia

Allan Timmermann

AT

Statistics

Publications

169

Citations

22.2K

H-Index

74

Active since

1992

Affiliations

University of California San Diego(Current)

Centre for Economic Policy Research

Universidad Católica Santo Domingo

Brandeis University

Bocconi University

Allan Timmermann is an author at University of California San Diego specializing in economics, business, and financial economics.

ORCID

Publications per year

1992–2024

169

Publications

169

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap

Ryan J. Sullivan, Allan Timmermann, Halbert White · The Journal of Finance · 1999 · 1K citations · Full text

, , +6

Predictability of Stock Returns: Robustness and Economic Significance

M. Hashem Pesaran, Allan Timmermann · The Journal of Finance · 1995 · 1K citations

, , +16

Firm Size and Cyclical Variations in Stock Returns

Gabriel Pérez‐Quirós, Allan Timmermann · The Journal of Finance · 2000 · 677 citations · Full text

, , +17

A Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran, Allan Timmermann · Journal of Business and Economic Statistics · 1992 · 621 citations

, , +16

A Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran, Allan Timmermann · Journal of Business and Economic Statistics · 1992 · 616 citations

, , +16

1–5 of 169