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~isPartOf:"Journal of international financial markets, institutions & money"
~person:"McMillan, David G."
~subject:"Estimation"
~subject:"Volatility"
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McMillan, David G.
Narayan, Paresh Kumar
7
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3
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2
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Journal of international financial markets, institutions & money
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International journal of finance & economics : IJFE
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Forecasting
realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
2
Is there an ideal in-sample length for
forecasting
volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
3
Forecasting
exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
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