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~isPartOf:"Applied financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"ARCH model"
~subject:"Economic growth"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Konferenzbeitrag"
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ARCH model
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9
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9
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9
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McMillan, David G.
Pierdzioch, Christian
Faff, Robert W.
8
Brooks, Robert
7
Wohar, Mark E.
6
Coakley, Jerry
5
Madura, Jeff
5
Poshakwale, Sunil S.
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5
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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Applied financial economics
The European journal of finance
12
Finance research letters
8
Applied economics letters
7
Journal of forecasting
7
The journal of asset management
7
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics letters
3
International review of applied economics
3
Journal of economics & business
3
Studies in economics and finance
3
The Manchester School
3
Asia-Pacific financial markets
2
Cogent economics & finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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German economic review
2
Global finance journal
2
International journal of banking, accounting and finance
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of macroeconomics
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Journal of multinational financial management
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Managerial finance
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Oxford bulletin of economics and statistics
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Review of accounting & finance
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Swiss journal of economics and statistics
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The empirical economics letters : a monthly international journal of economics
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The journal of futures markets
2
Annals of financial economics
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Asian African journal of economics and econometrics
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ECONIS (ZBW)
15
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1
Forecasting Eurozone real-estate returns
Pierdzioch, Christian
;
Hartmann, Daniel
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1185-1196
Persistent link: https://www.econbiz.de/10010204784
Saved in:
2
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Saved in:
3
A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America
Kizys, Renatas
;
Pierdzioch, Christian
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1057-1065
Persistent link: https://www.econbiz.de/10010204811
Saved in:
4
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:
5
Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
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
Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Evans, Twm
;
McMillan, David G.
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1421-1430
Persistent link: https://www.econbiz.de/10003605849
Saved in:
10
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
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