//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Großbritannien"
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
Are RiskMetrics forecasts good...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Großbritannien
Capital income
101
Kapitaleinkommen
101
Forecasting model
90
Prognoseverfahren
90
Börsenkurs
81
Share price
81
Volatility
69
Volatilität
69
Theorie
57
Theory
57
Aktienmarkt
49
Stock market
49
Estimation
47
Schätzung
47
United Kingdom
46
ARCH model
34
ARCH-Modell
34
Time series analysis
26
Zeitreihenanalyse
25
Welt
22
World
22
USA
21
United States
21
Exchange rate
20
Forecast
20
Prognose
20
Wechselkurs
20
Capital market returns
18
Correlation
18
Kapitalmarktrendite
18
Korrelation
17
Dividend
16
Dividende
16
Portfolio selection
16
Portfolio-Management
16
Stock returns
16
Cointegration
15
Kointegration
14
Risikoprämie
12
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Article
39
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
46
Author
All
McMillan, David G.
46
Speight, Alan E. H.
15
Guidolin, Massimo
5
Hyde, Stuart
5
Ono, Sadayuki
5
Wohar, Mark E.
5
Ap Gwilym, Owain
3
Goddard, John
2
Khasawneh, Maher
2
Wilson, John O. S.
2
Black, Angela J.
1
Cobham, David P.
1
Kambouroudis, Dimos
1
Kambouroudis, Dimos S
1
Klinkowska, Olga
1
Macmillan, Peter
1
McMillan, Fiona J.
1
more ...
less ...
Published in...
All
Applied financial economics
10
The journal of futures markets
3
International review of applied economics
2
Oxford bulletin of economics and statistics
2
The European journal of finance
2
The Manchester School
2
The journal of asset management
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Bulletin of economic research
1
Economics letters
1
Federal Reserve Bank of St. Louis Working Paper
1
International Journal of Financial Studies : open access journal
1
International economics & finance journal : (IEFJ)
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of economics & business
1
Journal of world economic review
1
Manchester Business School Research Paper
1
Resources policy
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Working paper
1
Working papers series / Manchester Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lottery stocks in the UK : evidence, characteristics and cause
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International journal of banking, accounting and …
14
(
2024
)
1
,
pp. 58-96
Persistent link: https://www.econbiz.de/10015057209
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Present value model, bubbles and returns predictability : sector-level evidence
McMillan, David G.
- In:
Journal of business finance & accounting : JBFA
37
(
2010
)
5/6
,
pp. 668-686
Persistent link: https://www.econbiz.de/10008698689
Saved in:
6
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:
7
Are UK share prices too high? : fundamental value or new era
McMillan, David G.
- In:
Bulletin of economic research
61
(
2009
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003800451
Saved in:
8
Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G.
- In:
International economics & finance journal : (IEFJ)
2
(
2007
)
1/2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10003791280
Saved in:
9
Non-linear forecasting of stock returns : does volume help?
McMillan, David G.
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 115-126
Persistent link: https://www.econbiz.de/10003438396
Saved in:
10
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->