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E-mail: Homepage: http://rady.ucsd.edu/faculty/directory/timmermann/ Phone: +1 858 534 0894: Postal address: University of California San Diego Rady School of Management, 9500 Gilman ...
By Allan Timmermann; Abstract: This paper derives the moments for a range of Markov switching models. We characterise in detail the patterns of
Allan Timmermann, University of California, San Diego Acknowledgement The conference has received grants from AMaMeF, Advanced Mathematical Methods for Finance, an European Science ...
Peter Christoffersen; Peter Reinhard Hansen; Michael Jansson; Dennis Kristensen; Morten Ø. Nielsen; Mark Podolskij; Lars Stentoft; Allan Timmermann; Michel van der Wel
... OF SOCIAL SCIENCES SCHOOL OF ECONOMICS AND MANAGEMENT Invited (con fi rmed) Speakers Siem Jan Koopman (Free University Amsterdam) Serena Ng (Columbia University) Allan Timmermann ...
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Aarhus University (Educational Institution; Research industry): PhD student, (February 2010-Present)
University of Aarhus (Public Company; Higher Education indu...