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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance and economics"
~isPartOf:"The European journal of finance"
~language:"ara"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Blazsek, Szabolcs"
~person:"McMillan, David G."
~subject:"Air pollution"
~subject:"EU countries"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Supply chain"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Investment guide"
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Air pollution
EU countries
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Forecasting model
11
Prognoseverfahren
11
ARCH model
10
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10
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9
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8
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density forecasts
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dynamic conditional score (DCS) models
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Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
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Blazsek, Szabolcs
McMillan, David G.
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
19
Gupta, Rangan
18
Gil-Alaña, Luis A.
16
Umar, Zaghum
11
Wohar, Mark E.
11
Sosvilla-Rivero, Simón
10
Zhu, Huiming
10
Apergēs, Nikolaos
9
Zaremba, Adam
8
Afonso, António
7
Ap Gwilym, Owain
7
Caporale, Guglielmo Maria
7
Dong, Kangyin
7
Narayan, Paresh Kumar
7
Nguyen, Duc Khuong
7
Ramiah, Vikash
7
Wei, Weixian
7
Yoon, Seong-min
7
Balcilar, Mehmet
6
Balli, Hatice Ozer
6
Berument, Hakan
6
Chang, Tsangyao
6
Kandil, Magda
6
Lai, Kin Keung
6
Lee, Chien-chiang
6
Payne, James E.
6
Pierdzioch, Christian
6
Salim, Ruhul A.
6
Selvanathan, Saroja
6
Turner, Paul
6
Balli, Faruk
5
Barros, Carlos Pestana
5
Belke, Ansgar
5
Binner, Jane M.
5
Chowdhury, Abdur R.
5
French, Michael T.
5
Gubareva, Mariya
5
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Applied economics
Quantitative finance and economics
The European journal of finance
Applied financial economics
6
The journal of asset management
6
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Studies in economics and finance
3
The Manchester School
3
Cogent economics & finance
2
International journal of forecasting
2
International review of applied economics
2
Journal of forecasting
2
Managerial finance
2
Oxford bulletin of economics and statistics
2
Review of accounting & finance
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Asia-Pacific financial markets
1
China finance review international
1
Credit and capital markets : Kredit und Kapital
1
Economics : the open-access, open-assessment e-journal
1
Economics letters
1
Financial markets, institutions & instruments
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance : IJMEF
1
International review of financial analysis
1
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Journal of economics & business
1
Journal of macroeconomics
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Journal of risk and financial management : JRFM
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Journal of world economic review
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Macroeconomic dynamics
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ECONIS (ZBW)
15
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1
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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
Insider trading and future stock returns in firms with concentrated ownership levels
Chronopoulos, Dimitris K.
;
McMillan, David G.
; …
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012206962
Saved in:
5
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
6
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
7
The information content of the stock and bond return correlation
McMillan, David G.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 757-775
Persistent link: https://www.econbiz.de/10012156853
Saved in:
8
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
9
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
10
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
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