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subject:"Wirkungsanalyse"
type_genre:"Bibliography included"
~person:"McMillan, David G."
~subject:"Estimation theory"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Wirkungsanalyse
Estimation theory
Volatilität
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
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Theorie
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Theory
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forecasting
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Predictability
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United States
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predictability
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ARCH model
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Kointegration
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Bibliography included
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13
Arbeitspapier
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Graue Literatur
1
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English
13
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McMillan, David G.
Gupta, Rangan
70
Bahmani-Oskooee, Mohsen
35
Ma, Feng
25
McAleer, Michael
25
Wohar, Mark E.
25
Bollerslev, Tim
24
Todorov, Viktor
24
Balcilar, Mehmet
23
Bouri, Elie
23
Pierdzioch, Christian
23
Caporale, Guglielmo Maria
22
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Apergēs, Nikolaos
17
Brooks, Robert
17
Narayan, Paresh Kumar
17
Rashid, Abdul
17
Gil-Alaña, Luis A.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Tauchen, George Eugene
16
Asai, Manabu
15
Lee, Chien-chiang
15
Chiang, Thomas C.
14
Kumbhakar, Subal
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Zhu, Huiming
14
Andersen, Torben
13
Yoon, Seong-min
13
Gao, Jiti
12
Hegerty, Scott W.
12
Herwartz, Helmut
12
Malik, Farooq
12
Nonejad, Nima
12
Su, Liangjun
12
Wu, Xinyu
12
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Applied financial economics
3
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Finance research letters
1
International review of applied economics
1
Research in international business and finance
1
Resources policy
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
13
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1
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13
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
7
Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR
McMillan, David G.
- In:
International review of applied economics
26
(
2012
)
1
,
pp. 125-143
Persistent link: https://www.econbiz.de/10009419538
Saved in:
8
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
9
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
10
Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
Saved in:
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