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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Andersen, Torben"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Exchange rate
Estimation
75
Schätzung
75
Forecasting model
41
Kapitaleinkommen
41
Börsenkurs
32
Share price
32
Volatility
26
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26
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22
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22
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22
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19
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15
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forecasting
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5
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predictability
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59
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59
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English
59
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Swanson, Norman R.
Andersen, Torben
McMillan, David G.
Gupta, Rangan
93
Bahmani-Oskooee, Mohsen
61
Zaremba, Adam
60
Pierdzioch, Christian
38
Wohar, Mark E.
34
Ma, Feng
33
Narayan, Paresh Kumar
27
Tiwari, Aviral Kumar
27
Wang, Yudong
26
Zhang, Yaojie
25
Bollerslev, Tim
23
Balcilar, Mehmet
22
Salisu, Afees A.
21
Demirer, Rıza
20
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
19
Bouri, Elie
18
Cakici, Nusret
18
Todorov, Viktor
18
Bali, Turan G.
17
Kumar, Dilip
17
Beckmann, Joscha
16
Hsing, Yu
16
MacDonald, Ronald
16
Belke, Ansgar
15
Chiang, Thomas C.
15
McAleer, Michael
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Apergēs, Nikolaos
14
Long, Huaigang
14
Moosa, Imad A.
14
Xuan Vinh Vo
14
Brooks, Robert
13
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Rashid, Abdul
13
Shahbaz, Muhammad
13
Wei, Yu
13
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Applied financial economics
4
Journal of econometrics
4
International journal of finance & economics : IJFE
3
Applied economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance research letters
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International journal of forecasting
2
International review of applied economics
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Research in international business and finance
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The Manchester School
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Cogent economics & finance
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Econometric reviews
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Economic inquiry : journal of the Western Economic Association International
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1
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1
International economic review
1
International review of economics & finance : IREF
1
International review of financial analysis
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
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Journal of risk and financial management : JRFM
1
Oxford bulletin of economics and statistics
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Quantitative finance and economics
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Review of accounting & finance
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Symposium on forecasting and empirical methods in macroeconomics and finance
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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
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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21
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
22
Stock return predictability : the role of inflation and threshold dynamics
McMillan, David G.
- In:
International review of applied economics
31
(
2017
)
3
,
pp. 357-375
Persistent link: https://www.econbiz.de/10011762050
Saved in:
23
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:
24
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:
25
Cointegration between stock prices, dividends, output and consumption : evidence and forecasting ability for 29 markets
Black, Angela J.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
Review of accounting & finance
14
(
2015
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10010518777
Saved in:
26
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:
27
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
Saved in:
28
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
29
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
30
The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
McMillan, David G.
;
Black, Angela J.
;
Klinkowska, Olga
; …
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10011413295
Saved in:
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