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accessRights:"restricted"
subject:"Capital income"
~language:"eng"
~person:"Bouri, Elie"
~person:"McMillan, David G."
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Virtuelle Währung"
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Capital income
ARCH model
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Virtuelle Währung
Estimation
76
Schätzung
76
Volatility
39
Volatilität
39
Kapitaleinkommen
35
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31
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Bouri, Elie
McMillan, David G.
Yoon, Seong-min
Gupta, Rangan
62
Zaremba, Adam
50
Ma, Feng
29
Tiwari, Aviral Kumar
21
Wang, Yudong
19
Wohar, Mark E.
19
Zhang, Yaojie
19
Balcilar, Mehmet
18
Xuan Vinh Vo
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Narayan, Paresh Kumar
15
Pierdzioch, Christian
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14
Salisu, Afees A.
13
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12
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12
Nonejad, Nima
12
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12
Yin, Libo
12
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11
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11
Demirer, Rıza
11
Shahzad, Syed Jawad Hussain
11
Bollerslev, Tim
10
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9
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ECONIS (ZBW)
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51
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
52
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
53
Spillovers between output and stock prices : a wavelet approach
McMillan, David G.
;
Tiwari, Aviral Kumar
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 625-637
Persistent link: https://www.econbiz.de/10011722563
Saved in:
54
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
55
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
56
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
57
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
58
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
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