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~isPartOf:"Economic analysis and policy : EAP ; journal of the Economic Society of Australia"
~isPartOf:"International economic journal"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in economics and finance"
~isPartOf:"The journal of futures markets"
~language:"bul"
~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"McMillan, David G."
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
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Börsenkurs
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Volatility
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Bahmani-Oskooee, Mohsen
McMillan, David G.
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11
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10
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9
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9
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9
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8
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Ma, Feng
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Bali, Turan G.
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Luo, Xingguo
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Ryu, Doojin
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4
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4
Mougoué, Mbodja
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
International economic journal
Journal of forecasting
Studies in economics and finance
The journal of futures markets
Applied economics
25
Applied financial economics
12
Applied economics letters
11
Empirica : journal of european economics
11
International review of applied economics
11
Economic systems
9
Applied economics quarterly
8
The European journal of finance
7
Australian economic papers
6
Economic issues
6
Global economy journal : GEJ
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
5
International journal of finance & economics : IJFE
5
Journal of economic development
5
Journal of economic studies
5
Journal of international financial markets, institutions & money
5
The International trade journal
5
The Manchester School
5
Economic change & restructuring
4
Economics letters
4
International review of financial analysis
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Journal of economics and finance
4
Research in international business and finance
4
The journal of asset management
4
Global business & economics review
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
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Macroeconomics and finance in emerging market economies
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Nordic countries : economic, political, and social issues
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Research in economics : an international review of economics
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The Chinese economy : translations and studies
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The journal of international trade & economic development
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Comparative economic studies
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Finance research letters
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ECONIS (ZBW)
15
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1
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10
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15
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date (oldest first)
1
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
Saved in:
2
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
3
Mexican bilateral trade and the J-curve : an application of the nonlinear ARDL model
Bahmani-Oskooee, Mohsen
;
Halicioglu, Ferda
;
Hegerty, …
- In:
Economic analysis and policy : EAP ; journal of the …
50
(
2016
),
pp. 23-40
Persistent link: https://www.econbiz.de/10011485412
Saved in:
4
Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Yang, Ming-Hsien
- In:
Economic analysis and policy : EAP ; journal of the …
51
(
2016
),
pp. 86-89
Persistent link: https://www.econbiz.de/10011529613
Saved in:
5
Short run and long run effects of exchange rate volatility on commodity trade between Pakistan and Japan
Bahmani-Oskooee, Mohsen
;
Iqbal, Javed
;
Salam, Muhammad
- In:
Economic analysis and policy : EAP ; journal of the …
52
(
2016
),
pp. 131-142
Persistent link: https://www.econbiz.de/10011557332
Saved in:
6
Spillovers between output and stock prices : a wavelet approach
McMillan, David G.
;
Tiwari, Aviral Kumar
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 625-637
Persistent link: https://www.econbiz.de/10011722563
Saved in:
7
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:
8
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:
9
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:
10
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
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