//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
type_genre:"Article in journal"
~person:"McMillan, David G."
~subject:"Theorie"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
United States
Estimation
44
Schätzung
44
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Forecasting model
24
Prognoseverfahren
24
Aktienmarkt
13
Stock market
13
Stock returns
12
Volatility
12
Dividend
8
Dividende
8
Time series analysis
8
Zeitreihenanalyse
8
Theory
7
forecasting
6
Predictability
5
USA
5
predictability
5
ARCH model
4
ARCH-Modell
4
Cointegration
4
Correlation
4
Exchange rate
4
Forecast
4
Großbritannien
4
Interest rate
4
Kointegration
4
Korrelation
4
Panel
4
Prognose
4
United Kingdom
4
Wechselkurs
4
Welt
4
World
4
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
21
Author
All
McMillan, David G.
Gupta, Rangan
103
Bahmani-Oskooee, Mohsen
67
Gil-Alaña, Luis A.
63
Caporale, Guglielmo Maria
53
Wohar, Mark E.
43
Serletis, Apostolos
34
Apergēs, Nikolaos
31
Bollerslev, Tim
29
McAleer, Michael
29
Pierdzioch, Christian
29
Tiwari, Aviral Kumar
29
Kumbhakar, Subal
28
Ma, Feng
28
Balcilar, Mehmet
27
Bouri, Elie
25
Hsing, Yu
25
Todorov, Viktor
25
Xuan Vinh Vo
24
Brooks, Robert
23
Belke, Ansgar
22
Chang, Tsangyao
21
Lee, Chien-chiang
21
Narayan, Paresh Kumar
21
Kumar, Dilip
20
Moosa, Imad A.
20
Koopman, Siem Jan
19
Jawadi, Fredj
18
Kang, Sang Hoon
18
MacDonald, Ronald
18
Payne, James E.
18
Rashid, Abdul
18
Sarno, Lucio
18
Tauchen, George Eugene
18
Hammoudeh, Shawkat
17
Yoon, Seong-min
17
Blundell, Richard W.
16
Chiang, Thomas C.
16
Fabozzi, Frank J.
16
Ghysels, Eric
16
more ...
less ...
Published in...
All
Applied financial economics
3
Finance research letters
2
The European journal of finance
2
The Manchester School
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
Resources policy
1
The British accounting review : the journal of the British Accounting Association
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
4
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
5
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
6
Predicting firm level stock returns : implications for asset pricing and economic links
McMillan, David G.
- In:
The British accounting review : the journal of the …
51
(
2019
)
4
,
pp. 333-351
Persistent link: https://www.econbiz.de/10012058758
Saved in:
7
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
8
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
9
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
10
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->