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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Capital income
Estimation
Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
United Kingdom
14
Kapitaleinkommen
13
Schätzung
11
Theorie
11
Theory
11
Börsenkurs
10
Share price
10
Volatility
9
Volatilität
9
Time series analysis
7
ARCH model
6
ARCH-Modell
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Forecasting model
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CAPM
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Exchange rate
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Wechselkurs
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Welt
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World
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Aktienmarkt
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China
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Portfolio-Management
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Aktienindex
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Anlageverhalten
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Behavioural finance
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Cointegration
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USA
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34
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Article in journal
Conference proceedings
Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
34
Language
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English
Author
All
Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Bahmani-Oskooee, Mohsen
34
Gupta, Rangan
34
Moosa, Imad A.
26
Gil-Alaña, Luis A.
25
Narayan, Paresh Kumar
24
Wohar, Mark E.
18
Balcilar, Mehmet
13
Zaremba, Adam
13
Baghestani, Hamid
12
Blazsek, Szabolcs
12
Goel, Rajeev K.
12
Apergēs, Nikolaos
11
Dunis, Christian
11
Mixon, Franklin G.
11
Pierdzioch, Christian
11
Sosvilla-Rivero, Simón
11
Turner, Paul
11
Chang, Tsangyao
10
Hammoudeh, Shawkat
10
Ma, Feng
10
Nguyen, Duc Khuong
10
Zhu, Huiming
10
Cebula, Richard J.
9
Satchell, Stephen
9
Shumway, C. Richard
9
Umar, Zaghum
9
Binner, Jane M.
8
Caporale, Guglielmo Maria
8
Franses, Philip Hans
8
Jawadi, Fredj
8
Lee, Chien-chiang
8
Madden, Gary
8
Marlow, Michael L.
8
McAleer, Michael
8
Ramiah, Vikash
8
Speight, Alan E. H.
8
Urquhart, Andrew
8
Vivian, Andrew
8
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Applied economics
Journal of international financial markets, institutions & money
The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
22
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
International review of financial analysis
16
Economic modelling
14
New Zealand economic papers
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The Manchester School of Economic and Social Studies
11
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
Finance research letters
9
International journal of finance & economics : IJFE
9
Journal of business finance & accounting : JBFA
8
Journal of forecasting
8
Labour economics : official journal of the European Association of Labour Economists
8
Oxford economic papers
8
The American economic review
8
The Manchester School
8
International review of economics & finance : IREF
7
Journal of economic studies
7
Research in international business and finance
7
The Australian economic review
7
The journal of asset management
7
The review of economics and statistics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of economic surveys
6
National Institute economic review
6
The economic record : er
6
Economics letters
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
The journal of futures markets
5
The review of economic studies
5
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ECONIS (ZBW)
34
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11
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
12
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
13
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:
14
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
15
The scarring effects of unemployment, low pay and skills under-utilization in Australia compared
Mavromaras, Kostas G.
;
Sloane, Peter J.
;
Zhang, Wei
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2413-2429
Persistent link: https://www.econbiz.de/10010516606
Saved in:
16
Insider employee stock option trading and stock prices
McMillan, David G.
;
Tavakoli, Manouchehr
;
McKnight, …
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 59-79
Persistent link: https://www.econbiz.de/10010462205
Saved in:
17
The relationship between temperature and CO2 emissions : evidence from a short and very long dataset
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3683-3690
Persistent link: https://www.econbiz.de/10010345882
Saved in:
18
Winners and losers : German equity mutual funds
Cuthbertson, Keith
;
Nitzsche, Dirk
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 951-963
Persistent link: https://www.econbiz.de/10010245646
Saved in:
19
Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information
Anderson, Greg
;
Fletcher, Jonathan
;
Marshall, Andrew P.
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 67-82
Persistent link: https://www.econbiz.de/10009155462
Saved in:
20
Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
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