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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~person:"McMillan, David G."
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation theory
USA
Volatilität
Estimation
44
Schätzung
44
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
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24
Prognoseverfahren
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Aktienmarkt
13
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predictability
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Amtsdruckschrift
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17
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McMillan, David G.
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Wohar, Mark E.
40
Caporale, Guglielmo Maria
39
Bollerslev, Tim
28
McAleer, Michael
27
Balcilar, Mehmet
26
Ma, Feng
26
Pierdzioch, Christian
25
Todorov, Viktor
25
Apergēs, Nikolaos
24
Bouri, Elie
24
Tiwari, Aviral Kumar
24
Xuan Vinh Vo
23
Kumar, Dilip
20
Brooks, Robert
19
Hsing, Yu
18
Kumbhakar, Subal
18
Tauchen, George Eugene
18
Kang, Sang Hoon
17
Mensi, Walid
16
Payne, James E.
16
Serletis, Apostolos
16
Asai, Manabu
15
Belke, Ansgar
15
Heckman, James J.
15
Hegerty, Scott W.
15
Jawadi, Fredj
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Yoon, Seong-min
15
Andersen, Torben
14
Cheung, Yin-Wong
14
Hammoudeh, Shawkat
14
Lee, Chien-chiang
14
Li, Jia
14
Pesaran, M. Hashem
14
Sarno, Lucio
14
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Applied financial economics
3
Finance research letters
2
The European journal of finance
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
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 Manchester School
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ECONIS (ZBW)
17
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
10
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:
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