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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:"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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Prognoseverfahren
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21
Theorie
14
Theory
14
Volatility
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Einführung
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32
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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
13
Steeley, James M.
9
Chelley-Steeley, Patricia L.
8
Faff, Robert W.
8
Sharma, Susan Sunila
7
Fraser, Patricia
6
Hudson, Robert
6
Lucey, Brian M.
6
Power, David M.
6
Speight, Alan E. H.
6
Wohar, Mark E.
6
Blake, David
5
Brooks, Chris
5
Brooks, Robert
5
Coakley, Jerry
5
Drake, Leigh M.
5
Gupta, Rangan
5
Nguyen, Duc Khuong
5
Zaremba, Adam
5
Ap Gwilym, Owain
4
Barkoulas, John T.
4
Booth, G. Geoffrey
4
Buchner, Axel
4
Caporale, Guglielmo Maria
4
Clare, Andrew D.
4
Dinh Hoang Bach Phan
4
Franses, Philip Hans
4
Fung, Hung-gay
4
Gil-Alaña, Luis A.
4
Hamori, Shigeyuki
4
Kanas, Angelos
4
Keasey, Kevin
4
Luo, Di
4
MacDonald, Ronald
4
Madura, Jeff
4
Miles, David
4
Morana, Claudio
4
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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
20
The economic journal : the journal of the Royal Economic Society
16
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The European journal of finance
13
Applied economics
11
International review of financial analysis
11
Bulletin of economic research
9
New Zealand economic papers
9
Economic modelling
8
Oxford bulletin of economics and statistics
8
Oxford economic papers
8
The Manchester School
8
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of economic studies
7
Journal of forecasting
7
Labour economics : official journal of the European Association of Labour Economists
7
Economica
6
Journal of applied econometrics
6
Journal of business finance & accounting : JBFA
6
The American economic review
6
The economic record : er
6
Explorations in economic history : EEH
5
International tax and public finance
5
National Institute economic review
5
Research in international business and finance
5
The Australian economic review
5
The journal of asset management
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Industrial relations journal
4
Journal of econometrics
4
Journal of economic surveys
4
Journal of financial services research : JFSR
4
Oxford review of economic policy
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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ECONIS (ZBW)
32
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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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