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~isPartOf:"China economic review : an international journal"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of forecasting"
~isPartOf:"The Korean economic review"
~person:"McMillan, David G."
~subject:"Bayesian inference"
~subject:"Equity fund flows"
~subject:"International tourism"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Südkorea"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Prognoseverfahren
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Volatility
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Volatilität
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McMillan, David G.
Wang, Yudong
6
Ma, Feng
5
So, Mike Ka-pui
5
Zhang, Yaojie
5
Gupta, Rangan
4
Han, Heejoon
4
Song, Yuping
4
Brooks, Chris
3
Chen, Cathy W. S.
3
Kang, Sang Hoon
3
Tang, Xiaolong
3
Yoon, Seong-min
3
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2
Balakrishna, N.
2
Bonato, Matteo
2
Bouri, Elie
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Nonejad, Nima
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Park, Myung D.
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Pierdzioch, Christian
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Salisu, Afees A.
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Serletis, Apostolos
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China economic review : an international journal
Discussion papers / Adam Smith Business School, University of Glasgow
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of forecasting
The Korean economic review
Applied financial economics
3
Journal of international financial markets, institutions & money
3
International review of financial analysis
2
The European journal of finance
2
Applied economics
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Applied economics letters
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Asian African journal of economics and econometrics
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Finance research letters
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International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
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Journal of emerging market finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
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
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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