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Publications by Allan Timmermann

Regime Changes and Financial Markets

English

Relative Performance Evaluation Contracts and Asset Market Equilibrium*

Economic Journal

English

Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Forecast Combination With Entry and Exit of Experts

Journal of Business and Economic Statistics

Social Sciences

English

Structural Breaks, Incomplete Information, and Stock Prices

Journal of Business and Economic Statistics

Social Sciences

English

Asset Allocation Under Multivariate Regime Switching

Journal of Economic Dynamics and Control

Applied Mathematics

English