Discussion paper DP4645 Term Structure of Risk Under Alternative Econometric Specifications Allan Timmermann Massimo Guidolin 23 Sep 2004 Financial Economics G12
Discussion paper DP4401 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks M. Hashem Pesaran Allan Timmermann 23 Jun 2004 International Macroeconomics C22 C53
Discussion paper DP4402 Real Time Econometrics M. Hashem Pesaran Allan Timmermann 23 Jun 2004 Financial Economics C51 C52 C53
Discussion paper DP4368 Country and Industry Dynamics in Stock Returns Allan Timmermann Luís Catão 23 Apr 2004 Financial Economics C10 G11 G15
Discussion paper DP4104 Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets Allan Timmermann Asger Lunde 23 Nov 2003 Financial Economics G0
Discussion paper DP4038 Relative Performance Evaluation Contracts and Asset Market Equilibrium Allan Timmermann Sandeep Kapur 23 Sep 2003 Financial Economics G11 G12 G23
Discussion paper DP4037 Properties of Optimal Forecasts Allan Timmermann Andrew Patton 23 Aug 2003 Financial Economics C22 C52 C53
Discussion paper DP3821 Estimating Loss Function Parameters Allan Timmermann Graham Elliott Ivana Komunjer 23 Mar 2003 Financial Economics C10 E00
Discussion paper DP3593 Efficient Market Hypothesis and Forecasting Allan Timmermann Clive Granger 20 Oct 2002 Financial Economics G0
Discussion paper DP3464 International Asset Allocation with Time-Varying Investment Opportunities David Blake Allan Timmermann 20 Jul 2002 Financial Economics G1
Discussion paper DP3060 Forecast Evaluation with Shared Data Sets Halbert White Allan Timmermann Ryan Sullivan 11 Nov 2001 Financial Economics C10
Discussion paper DP3005 Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities Allan Timmermann Massimo Guidolin 20 Oct 2001 Financial Economics D83 G12