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~subject:"Forecasting model"
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Forecasting model
Capital income
101
Kapitaleinkommen
101
Prognoseverfahren
90
Börsenkurs
81
Share price
81
Volatility
75
Volatilität
75
Theorie
71
Theory
71
Großbritannien
66
United Kingdom
66
Estimation
51
Schätzung
51
Aktienmarkt
49
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49
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35
ARCH-Modell
35
Time series analysis
31
USA
31
United States
31
Zeitreihenanalyse
30
Exchange rate
27
Wechselkurs
27
Welt
25
World
25
Forecast
20
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18
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18
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18
Korrelation
17
Dividend
16
Dividende
16
Japan
16
Portfolio selection
16
Portfolio-Management
16
Stock returns
16
Cointegration
15
Kointegration
14
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Free
39
Undetermined
16
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1
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Article
56
Book / Working Paper
34
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Article in journal
54
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54
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
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2
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2
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Language
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English
90
Author
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McMillan, David G.
89
Guidolin, Massimo
9
Hyde, Stuart
8
Ono, Sadayuki
8
Kambouroudis, Dimos
5
Kambouroudis, Dimos S
5
Speight, Alan E. H.
5
Wohar, Mark E.
5
Black, Angela J.
4
McMillan, Fiona J.
4
Ding, Yi
3
Klinkowska, Olga
3
Ziadat, Salem Adel
3
Kambouroudis, Dimos S.
2
Korkusuz, Burak
2
Sahiner, Mehmet
2
Ahmed, Fatma Ehab
1
Al Rababa'a, Abdel Razzaq
1
Ap Gwilym, Owain
1
Elgammal, Mohammed Mohammed
1
Evans, Twm
1
Garcia, Raquel Quiroga
1
Gower, Craig P.
1
Grossmann, Axel
1
Hoepner, Andreas G. F.
1
Khasawneh, Maher
1
Quiroga García, Raquel
1
Thupayagale, Pako
1
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1
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1
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Applied financial economics
5
Journal of forecasting
4
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Finance research letters
2
International journal of forecasting
2
International review of applied economics
2
Oxford bulletin of economics and statistics
2
Review of accounting & finance
2
The European journal of finance
2
The Manchester School
2
The journal of asset management
2
Working paper
2
Working papers series / Manchester Business School
2
Applied economics
1
Asia-Pacific financial markets
1
Cogent economics & finance
1
Economics letters
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial markets, institutions & instruments
1
Future of economic science
1
Global finance journal
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
1
Journal of risk and financial management : JRFM
1
Manchester Business School Research Paper
1
Palgrave pivot
1
Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Research in international business and finance
1
Review of financial economics : RFE
1
Springer eBook Collection / Economics and Finance
1
SpringerLink / Bücher
1
Studies in economics and finance
1
The British accounting review : the journal of the British Accounting Association
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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ECONIS (ZBW)
90
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1
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
2
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
3
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
4
Non-linear long horizon returns predictability : evidence from six South-East Asian markets
McMillan, David G.
;
Speight, Alan E. H.
- In:
Asia-Pacific financial markets
13
(
2006
)
2
,
pp. 95-111
Persistent link: https://www.econbiz.de/10003496767
Saved in:
5
Recent developments in the modelling of financial market volatility
Speight, Alan E. H.
;
Gower, Craig P.
- In:
Future of economic science
,
(pp. 497-512)
.
2009
Persistent link: https://www.econbiz.de/10009613558
Saved in:
6
Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G.
- In:
Economics letters
84
(
2004
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
Saved in:
7
Non-linear predictability of UK stock market returns
McMillan, David G.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
5
,
pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
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
Level-shifts and non-linearity in US financial ratios : implications for returns predictability and the present value model
McMillan, David G.
- In:
Review of accounting & finance
9
(
2010
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10003991054
Saved in:
10
Does the BEYR help predict UK sector returns?
McMillan, David G.
- In:
The journal of asset management
12
(
2011
)
2
,
pp. 146-156
Persistent link: https://www.econbiz.de/10009232548
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