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~isPartOf:"Asian African journal of economics and econometrics"
~isPartOf:"Journal of forecasting"
~language:"bul"
~language:"eng"
~person:"Haghighi, Mohammad"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"Neuronale Netze"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
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4
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4
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2
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Haghighi, Mohammad
McMillan, David G.
Wang, Yudong
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So, Mike Ka-pui
5
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Ma, Feng
4
Song, Yuping
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Asian African journal of economics and econometrics
Journal of forecasting
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11
The European journal of finance
9
International review of financial analysis
4
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4
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ECONIS (ZBW)
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1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
Does information help intra-day volatility forecasts?
McMillan, David G.
;
Quiroga García, Raquel
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009758739
Saved in:
3
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
4
Volatility persistence, long memory and structural breaks in an emerging equity market : the case of South Africa
McMillan, David G.
;
Thupayagale, Pako
- In:
Asian African journal of economics and econometrics
10
(
2010
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10009007476
Saved in:
5
Modeling the relationship between the selection of a mobile and the variables of consumer behavior by using probabilistic neural networks
Jandaghi, Gholamreza
;
Pour, Davoud Hossein
;
Haghighi, …
- In:
Asian African journal of economics and econometrics
9
(
2009
)
1
,
pp. 215-226
Persistent link: https://www.econbiz.de/10003966029
Saved in:
6
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
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