//--> //--> //-->
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."
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:"STOXX"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienindex
9
Stock index
9
Capital income
4
Kapitaleinkommen
4
Aktienmarkt
3
Cointegration
3
International financial market
3
Internationaler Finanzmarkt
3
Kointegration
3
Stock market
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Industrial production
2
Industrieproduktion
2
Share price
2
Welt
2
World
2
1970-2000
1
1980-2003
1
1990-2005
1
Benchmarking
1
Complex network theory
1
Correlation
1
Deutschland
1
Estimation
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Forecasting model
1
France
1
Frankreich
1
G20 countries
1
G20 stock markets
1
G20-Staaten
1
G7 countries
1
G7-Staaten
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
McMillan, David G.
McAleer, Michael
31
Caporale, Guglielmo Maria
24
Gil-Alaña, Luis A.
24
Platen, Eckhard
21
Giot, Pierre
17
Allen, David E.
15
Chang, Chia-Lin
15
Gupta, Rangan
14
Ivanov, Stoyu I.
14
Hassan, M. Kabir
12
Todorov, Viktor
12
Rockinger, Michael
11
Shaikh, Imlak
11
Tse, Yiuman
11
Bouri, Elie
10
Brooks, Chris
10
Cheung, Yin-Wong
10
Durré, Alain
10
Jalbert, Terrance
10
Masih, Abdul Mansur M.
10
Röder, Klaus
10
Tiwari, Aviral Kumar
10
Bloom, Nicholas
9
Davis, Steven J.
9
Hanousek, Jan
9
Härdle, Wolfgang
9
Jondeau, Eric
9
Kočenda, Evžen
9
Masih, Rumi
9
Scheicher, Martin
9
Shaik, Muneer
9
Bollerslev, Tim
8
Giannarakis, Grigoris
8
Hammoudeh, Shawkat
8
Kaserer, Christoph
8
Keef, Stephen P.
8
Linton, Oliver
8
Lucey, Brian M.
8
Mazouz, Khelifa
8
more ...
less ...
Published in...
All
The journal of asset management
2
Applied economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of applied economics
1
International review of economics & finance : IREF
1
Review of financial economics : RFE
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)
9
Showing
1
-
9
of
9
Sort
Relevance
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
A truly market-value weighted commodity index
Ludwig, Michael
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011704229
Saved in:
3
The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
The journal of asset management
13
(
2012
)
4
,
pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
Saved in:
4
Volatility persistence, long memory and time-varying unconditional mean : evidence from 10 equity indices
McMillan, David G.
;
Ruiz, Isabel
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 578-595
Persistent link: https://www.econbiz.de/10003852502
Saved in:
5
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:
6
Are international value premiums driven by the same set of fundamentals?
Black, Angela J.
;
Fraser, Patricia
;
McMillan, David G.
- In:
International review of economics & finance : IREF
16
(
2007
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10003461536
Saved in:
7
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
8
Non-linear dynamics in international stock market returns
McMillan, David G.
- In:
Review of financial economics : RFE
14
(
2005
)
1
,
pp. 81-91
Persistent link: https://www.econbiz.de/10002524259
Saved in:
9
Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G.
- In:
International review of applied economics
19
(
2005
)
3
,
pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->