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Allan Timmermann
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Type:
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Faculty
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Name:
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Allan Timmermann
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Title:
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Professor
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Degree:
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Ph.D.
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Degree From:
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University of Cambridge
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Degree Year:
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1992
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Contact Information
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Phone number:
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858-534-4860
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E-mail:
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atimmermann@ucsd.edu
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Fax:
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858-534-7040
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Mailing Address:
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University of California, San Diego
Allan Timmermann, Economics Dept
9500 Gilman Dr. #0508
La Jolla, CA 92093-0508
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Office:
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ECON 314
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Research Information
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Fields of Research:
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Econometrics (Primary)
Finance (Primary)
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Research Interest:
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Predictability of stock returns, Forecasting methods, Structural breaks in time series, Performance evaluation for mutual funds and pension funds
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Research Statement:
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Allan Timmermann's research uses methods from time-series analysis to investigate topics in finance such as the predictability of stock returns, the effect of investors' learning on the dynamics of stock prices and the ability to extract the performance of fund managers. He also has interest in econometric methods, in particular the effect of model instability (structural breaks) on forecasting performance and investment decisions.
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Curriculum Vitae:
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http://rady.ucsd.edu/docs/faculty/timmerman/Timmermann_CV.pdf
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Working Papers:
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http://rady.ucsd.edu/faculty/directory/timmermann/
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Miscellaneous Information
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Course Information:
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http://rady.ucsd.edu/faculty/directory/timmermann/pub/classes/econ270/
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Personal Webpage:
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http://rady.ucsd.edu/faculty/directory/timmermann/
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