//--> //--> //-->
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
~person:"McMillan, David G."
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
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:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
ARCH model
28
ARCH-Modell
28
Volatility
22
Volatilität
22
Stock market
10
Forecasting model
7
Prognoseverfahren
7
Exchange rate
6
Großbritannien
6
United Kingdom
6
Wechselkurs
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Theorie
4
Theory
4
Correlation
3
Index futures
3
Index-Futures
3
Korrelation
3
Welt
3
World
3
Aktienindex
2
Asia-Pacific region
2
Asiatisch-pazifischer Raum
2
Industrialized countries
2
Industrieländer
2
Portfolio selection
2
Portfolio-Management
2
Spillover effect
2
Spillover-Effekt
2
Stock index
2
USA
2
United States
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
McMillan, David G.
Ma, Feng
27
Zhang, Yaojie
16
Chiang, Thomas C.
14
Kang, Sang Hoon
14
Bouri, Elie
13
Xuan Vinh Vo
12
Gupta, Rangan
11
Guesmi, Khaled
10
Li, Yan
10
Liang, Chao
10
Wang, Jiqian
10
Yoon, Seong-min
10
Brooks, Robert
9
Mensi, Walid
9
Nguyen, Duc Khuong
9
Aloui, Chaker
8
Hammoudeh, Shawkat
8
Koulakiotis, Athanasios
8
Wang, Yudong
8
Amanjot Singh
7
Hamori, Shigeyuki
7
Jeribi, Ahmed
7
Wen, Fenghua
7
Wong, Wing Keung
7
Adrangi, Bahram
6
Arouri, Mohamed
6
Demirer, Rıza
6
Faff, Robert W.
6
Fakhfekh, Mohamed
6
Karmakar, Madhusudan
6
Kumar, Dilip
6
Li, Steven
6
Lu, Xinjie
6
Molnár, Peter
6
Teulon, Frédéric
6
Tiwari, Aviral Kumar
6
Wahab, M. I. M.
6
Wei, Yu
6
Zhang, Bing
6
more ...
less ...
Published in...
All
International review of financial analysis
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of banking, accounting and finance
1
International review of finance
1
Journal of international financial markets, institutions & money
1
Managerial finance
1
Research in international business and finance
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
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
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
4
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
5
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:
6
Measuring volatility persistence and long memory in the presence of structural breaks : evidence from African stock markets
McMillan, David G.
;
Thupayagale, Pako
- In:
Managerial finance
37
(
2011
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10009124175
Saved in:
7
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
8
Financial co-movement and correlation : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
International journal of banking, accounting and finance
1
(
2008
)
3
,
pp. 215-241
Persistent link: https://www.econbiz.de/10003838060
Saved in:
9
Value-at-risk in emerging equity markets : comparative evidence for symmetric, asymmetric, and long-memory GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
International review of finance
7
(
2007
)
1/2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003626702
Saved in:
10
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->