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~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:"Großbritannien"
~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
Schätzung
7
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7
Südkorea
7
Exchange rate
6
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6
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Amtsdruckschrift
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Aufsatz im Buch
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Graue Literatur
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13
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Bulgarian
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Bahmani-Oskooee, Mohsen
McMillan, David G.
Tse, Yiuman
12
Frino, Alex
11
Zhang, Jin E.
11
Daigler, Robert T.
9
Fung, Joseph K. W.
9
Wang, Yudong
9
Gupta, Rangan
8
Wang, George H. K.
8
Chatrath, Arjun
7
Lien, Da-hsiang Donald
7
Zhang, Yaojie
7
Lai, Yu-Sheng
6
Ma, Feng
6
Ramchander, Sanjay
6
Ap Gwilym, Owain
5
Bali, Turan G.
5
Ederington, Louis H.
5
Heaney, Richard A.
5
Luo, Xingguo
5
Ryu, Doojin
5
Simon, David P.
5
So, Mike Ka-pui
5
Speight, Alan E. H.
5
Chen, Cathy W. S.
4
Chou, Robin K.
4
Christie-David, Rohan
4
Chung, Huimin
4
Faff, Robert W.
4
Fonseca, José da
4
Franses, Philip Hans
4
Frijns, Bart
4
Haigh, Michael S.
4
He, Mengxi
4
Huang, Zhuo
4
Hung, Mao-Wei
4
Karathanasopoulos, Andreas
4
Kim, Tong Suk
4
Kurov, Alexander
4
Miao, Hong
4
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International economic journal
Journal of forecasting
Studies in economics and finance
The journal of futures markets
Applied economics
29
Applied financial economics
15
Applied economics letters
11
Empirica : journal of european economics
11
International review of applied economics
11
Economic systems
9
Applied economics quarterly
8
Economic issues
7
The European journal of finance
7
Australian economic papers
6
Global economy journal : GEJ
6
Journal of economic development
6
Journal of economic studies
6
The Manchester School
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
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of international financial markets, institutions & money
5
The International trade journal
5
The journal of asset management
5
Economic change & restructuring
4
International review of financial analysis
4
Journal of economics and finance
4
Research in international business and finance
4
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
3
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
3
Macroeconomics and finance in emerging market economies
3
Nordic countries : economic, political, and social issues
3
Research in economics : an international review of economics
3
The Chinese economy : translations and studies
3
The journal of developing areas
3
The journal of international trade & economic development
3
Comparative economic studies
2
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ECONIS (ZBW)
13
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1
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10
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13
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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
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:
4
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:
5
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:
6
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:
7
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
8
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:
9
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
10
Stability of the demand for money in Korea
Bahmani-Oskooee, Mohsen
;
Shin, Sungwon
- In:
International economic journal
16
(
2002
)
2
,
pp. 85-95
Persistent link: https://www.econbiz.de/10001676805
Saved in:
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