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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Manchester School of Economic and Social Studies"
~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"
~subject:"1870-1913"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Volatility"
~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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1870-1913
Capital income
Großbritannien
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Zeitreihenanalyse
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21
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33
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English
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Narayan, Paresh Kumar
17
Madura, Jeff
14
Faff, Robert W.
11
Brooks, Robert
10
Chelley-Steeley, Patricia L.
10
Kanas, Angelos
9
Steeley, James M.
9
Wohar, Mark E.
9
Booth, G. Geoffrey
8
Caporale, Guglielmo Maria
8
Fraser, Patricia
8
Lucey, Brian M.
8
Sharma, Susan Sunila
8
Coakley, Jerry
7
Fung, Hung-gay
7
Hammoudeh, Shawkat
7
Morana, Claudio
7
Power, David M.
7
Speight, Alan E. H.
7
Fabozzi, Frank J.
6
Gupta, Rangan
6
Hamori, Shigeyuki
6
Hudson, Robert
6
Moosa, Imad A.
6
Nguyen, Duc Khuong
6
Poshakwale, Sunil S.
6
Akhigbe, Aigbe O.
5
Apergēs, Nikolaos
5
Blake, David
5
Brooks, Chris
5
Darrat, Ali F.
5
Drake, Leigh M.
5
Franses, Philip Hans
5
Hassan, M. Kabir
5
MacDonald, Ronald
5
Payne, James E.
5
Ragunathan, Vanitha
5
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Applied financial economics
Journal of international financial markets, institutions & money
The Manchester School of Economic and Social Studies
Fiscal studies : the journal of the Institute for Fiscal Studies
21
The economic journal : the journal of the Royal Economic Society
17
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The European journal of finance
13
International review of financial analysis
12
Applied economics
11
Bulletin of economic research
9
Economic modelling
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
International journal of finance & economics : IJFE
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
Journal of forecasting
7
The review of economics and statistics
7
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of business finance & accounting : JBFA
6
National Institute economic review
6
The economic record : er
6
The journal of asset management
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
Research in international business and finance
5
The Australian economic review
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Industrial relations journal
4
International review of applied economics
4
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ECONIS (ZBW)
33
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1
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33
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1
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
2
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
3
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:
4
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:
5
UK stock market predictability : evidence of time variation
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Saved in:
6
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:
7
Sum of the parts stock return forecasting : international evidence
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Saved in:
8
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
9
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:
10
The confusing time-series behaviour of real exchange rates : are asymmetries important?
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 692-711
Persistent link: https://www.econbiz.de/10003879522
Saved in:
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