//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Prognoseverfahren"
~subject:"United Kingdom"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH-Modell
Aktienmarkt
Kaufkraftparität
Prognoseverfahren
United Kingdom
Estimation
7
Schätzung
7
Volatility
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Share price
4
Exchange rate
2
Forecasting model
2
Großbritannien
2
Wechselkurs
2
1986-2008
1
1992-1995
1
ARCH model
1
Asset pricing
1
Baumwollmarkt
1
Branche
1
CAPM
1
Cash Flow
1
Cash flow
1
Consumption growth
1
Cotton market
1
Derivat
1
Derivative
1
Discount rates
1
Dividend
1
Dividend growth
1
Dividende
1
Economic sector
1
Fama French 3 and 5 factor models
1
Financial economics
1
France
1
Frankreich
1
GARCH
1
Handelsvolumen der Börse
1
Kapitalmarkttheorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
McMillan, David G.
Caporale, Guglielmo Maria
18
Gil-Alaña, Luis A.
14
Moosa, Imad A.
10
Herwartz, Helmut
9
Ma, Feng
9
Bahmani-Oskooee, Mohsen
8
Gupta, Rangan
8
Härdle, Wolfgang
7
Xuan Vinh Vo
7
Zaremba, Adam
7
Yoon, Seong-min
6
Brooks, Chris
5
Cheung, Yin-Wong
5
Coakley, Jerry
5
Hammoudeh, Shawkat
5
Pierdzioch, Christian
5
Silvapulle, Paramsothy
5
Zhang, Yaojie
5
Blazsek, Szabolcs
4
Brooks, Robert
4
Gil-Alana, Luis A.
4
Sensoy, Ahmet
4
Speight, Alan E. H.
4
Turner, Paul
4
Uctum, Remzi
4
Umar, Zaghum
4
Wohar, Mark E.
4
Zhu, Huiming
4
Antonakakis, Nikolaos
3
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Balli, Hatice Ozer
3
Barkoulas, John T.
3
Bouri, Elie
3
Breitung, Jörg
3
Brown, Sarah
3
Buch, Claudia M.
3
Chang, Tsangyao
3
Chatrath, Arjun
3
more ...
less ...
Published in...
All
Applied economics
Applied financial economics letters
Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International review of financial analysis
Review of financial economics : RFE
International journal of finance & economics : IJFE
3
The Manchester School
3
The journal of asset management
3
Finance research letters
2
International review of applied economics
2
Research in international business and finance
2
Studies in economics and finance
2
The European journal of finance
2
Applied economics letters
1
Cogent economics & finance
1
Discussion paper series
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial markets, institutions & instruments
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Journal of world economic review
1
Oxford bulletin of economics and statistics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Resources policy
1
Review of accounting & finance
1
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 futures markets
1
Working paper
1
Working papers series / Manchester Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement
McMillan, David G.
- In:
International review of financial analysis
35
(
2014
),
pp. 90-101
Persistent link: https://www.econbiz.de/10010529621
Saved in:
3
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
4
Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
Saved in:
5
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
6
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->