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subject:"Share price"
subject:"World"
~isPartOf:"Economic modelling"
~isPartOf:"Financial markets, institutions & instruments"
~isPartOf:"International review of applied economics"
~person:"Herwartz, Helmut"
~person:"McMillan, David G."
~subject:"ARCH model"
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Share price
World
ARCH model
Estimation
4
Schätzung
4
Capital income
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forecasting
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Herwartz, Helmut
McMillan, David G.
Lee, Chien-chiang
6
Chang, Chun Ping
4
Narayan, Paresh Kumar
4
Apergēs, Nikolaos
3
Bahmani-Oskooee, Mohsen
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Economic modelling
Financial markets, institutions & instruments
International review of applied economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Economics working paper
6
Discussion papers of interdisciplinary research project 373
5
Applied quantitative finance
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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:
2
Modelling time-variation in the stock return-dividend yield predictive equation
McMillan, David G.
- In:
Financial markets, institutions & instruments
23
(
2014
)
5
,
pp. 273-302
Persistent link: https://www.econbiz.de/10010516099
Saved in:
3
Determinants of the link between financial and economic development : evidence from a functional coefficient model
Herwartz, Helmut
;
Yabibal Mulualem Walle
- In:
Economic modelling
37
(
2014
),
pp. 417-427
Persistent link: https://www.econbiz.de/10010417643
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