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~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in economics and finance"
~language:"bul"
~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Demirer, Rıza"
~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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Konsumentenverhalten
Volatility
Forecasting model
8
Prognoseverfahren
8
Capital income
5
Kapitaleinkommen
5
Share price
5
Volatilität
5
Aktienmarkt
4
Stock market
4
Theorie
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Theory
4
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3
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forecasting
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Bahmani-Oskooee, Mohsen
Demirer, Rıza
McMillan, David G.
Gupta, Rangan
7
Wang, Yudong
7
So, Mike Ka-pui
5
Zhang, Yaojie
5
Chen, Cathy W. S.
4
Karathanasopoulos, Andreas
4
Ma, Feng
4
Song, Yuping
4
Brooks, Chris
3
Cepni, Oguzhan
3
Chan, Ngai Hang
3
He, Mengxi
3
Lin, Edward M. H.
3
Liu, Bin
3
Pierdzioch, Christian
3
Tang, Xiaolong
3
Taylor, James W.
3
Wu, Jyh-lin
3
Abraham, Bovas
2
Aftab, Muhammad
2
Aliu, Florin
2
Asai, Manabu
2
Balakrishna, N.
2
Bikker, Jacob A.
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
Chen, Langnan
2
Clements, Adam
2
Di Iorio, Amalia
2
Dunis, Christian
2
Dutt, Swarna D.
2
Floros, Christos
2
Franses, Philip Hans
2
García-Ferrer, Antonio
2
Ghosh, Dipak
2
Han, Heejoon
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Journal of forecasting
Studies in economics and finance
Applied economics
25
Applied economics letters
13
Applied financial economics
12
Empirica : journal of european economics
11
International review of applied economics
11
Economic systems
10
Energy economics
10
Applied economics quarterly
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
Australian economic papers
6
Department of Economics working paper series
6
Economic issues
6
Global economy journal : GEJ
6
International journal of finance & economics : IJFE
6
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
5
International review of financial analysis
5
Journal of economic development
5
Journal of economic studies
5
Journal of economics and finance
5
Research in international business and finance
5
The International trade journal
5
The Manchester School
5
Economic change & restructuring
4
Finance research letters
4
Journal of economics and finance : JEF
4
Journal of risk and financial management : JRFM
4
The journal of asset management
4
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
3
Global business & economics review
3
Global finance journal
3
International economic journal
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
Macroeconomics and finance in emerging market economies
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Managerial finance
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Nordic countries : economic, political, and social issues
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ECONIS (ZBW)
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1
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
2
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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:
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