基本信息
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职业迁徙
个人简介
His research uses a mix of economic theory, data analytics, and econometric techniques to understand and predict the behavior of investors and prices in financial markets. His publications address topics such as whether financial returns are predictable and its implications for investors’ portfolio strategies, whether risk premia have vanished, whether mutual funds and pension funds add value through their investment decisions, and whether “star” fund managers exist.
Timmermann has developed new statistical methods in areas such as forecasting under structural breaks, forecast combinations, Bayesian forecasting methods, and identification of luck versus skill in economic forecasting.
研究兴趣
论文共 250 篇作者统计合作学者相似作者
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引用量
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期刊级别
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arXiv (Cornell University) (2024)
crossref(2024)
SSRN Electronic Journal (2024)
INTERNATIONAL JOURNAL OF FORECASTINGno. 3 (2024): 918-941
FEDS Notes (2024)
Social Science Research Network (2023)
Social Science Research Network (2023)
Social Science Research Network (2023)
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作者统计
#Papers: 248
#Citation: 20263
H-Index: 68
G-Index: 140
Sociability: 5
Diversity: 0
Activity: 1
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