Allan Timmermann

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Discussion Papers

DP3821 23 March 2003 Estimating Loss Function Parameters
Author(s): Allan Timmermann, Graham Elliott, Ivana Komunjer
DP3593 20 October 2002 Efficient Market Hypothesis and Forecasting
Author(s): Allan Timmermann, Clive Granger
DP3464 20 July 2002 International Asset Allocation with Time-Varying Investment Opportunities
Author(s): David Blake, Allan Timmermann
DP3060 11 November 2001 Forecast Evaluation with Shared Data Sets
Author(s): Halbert White, Allan Timmermann, Ryan Sullivan
DP3005 20 October 2001 Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities
Author(s): Allan Timmermann, Massimo Guidolin

Pages