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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"swe"
~person:"McMillan, David G."
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Kapitaleinkommen
Forecasting model
4
Prognoseverfahren
4
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Capital income
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commodity prices
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forecasting
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rolling
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McMillan, David G.
Gupta, Rangan
4
Wang, Yudong
4
Cepni, Oguzhan
3
Ma, Feng
3
Pierdzioch, Christian
3
Zhang, Yaojie
3
Abraham, Bovas
2
Balakrishna, N.
2
Bonato, Matteo
2
Favero, Carlo A.
2
He, Mengxi
2
Kurek, Bartosz
2
Leippold, Markus
2
Pan, Zhiyuan
2
Reeves, Jonathan J.
2
Ullah, Wali
2
Wu, Haifeng
2
Abbritti, Mirko
1
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Belhachemi, Rachid
1
Berger, Theo
1
Black, Angela J.
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Blanco-Fernández, Ángela
1
Brännäs, Kurt
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1
Cai, Wensheng
1
Cai, Yuzhi
1
Cenesizoglu, Tolga
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Journal of forecasting
Applied financial economics
5
The European journal of finance
5
The journal of asset management
5
Research in international business and finance
4
International review of economics & finance : IREF
3
Cogent economics & finance
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of applied economics
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Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Studies in economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper
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Working papers series / Manchester Business School
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Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
China finance review international
1
Credit and capital markets : Kredit und Kapital
1
Economics letters
1
Financial markets, institutions & instruments
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of economics & business
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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1
Quantitative finance and economics
1
Review of accounting & finance
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Review of financial economics : RFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The British accounting review : the journal of the British Accounting Association
1
The Manchester School
1
The North American journal of economics and finance : a journal of financial economics studies
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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
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
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