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subject:"United States"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Estimation"
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United States
ARCH-Modell
Estimation theory
Estimation
Capital income
4
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McMillan, David G.
Gupta, Rangan
23
Ma, Feng
11
Bouri, Elie
8
Pierdzioch, Christian
8
Salisu, Afees A.
8
Tiwari, Aviral Kumar
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Xuan Vinh Vo
8
Yarovaya, Larisa
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Wohar, Mark E.
7
Caporale, Guglielmo Maria
6
Gil-Alaña, Luis A.
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Zaremba, Adam
6
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Lee, Chien-chiang
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Lucey, Brian M.
5
Narayan, Paresh Kumar
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Nonejad, Nima
5
Shahzad, Syed Jawad Hussain
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Shen, Dehua
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Thornton, John
5
Österholm, Pär
5
Bekiros, Stelios
4
Belaire-Franch, Jorge
4
Canarella, Giorgio
4
Christiansen, Charlotte
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Cummins, Mark
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Egger, Peter
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Fabozzi, Frank J.
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Jawadi, Fredj
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Lau, Chi Keung
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Meng, Ming
4
Miller, Stephen M.
4
Olmo, Jose
4
Roubaud, David
4
Sensoy, Ahmet
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The European journal of finance
Applied economics
2
Research in international business and finance
2
Studies in economics and finance
2
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2
International journal of finance & economics : IJFE
1
International review of applied economics
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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
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
3
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
4
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
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