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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"bul"
~language:"eng"
~person:"Andersen, Torben"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
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Volatility
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Andersen, Torben
McMillan, David G.
Bouri, Elie
9
Gupta, Rangan
8
Madura, Jeff
6
Ngo, Thanh
6
Roubaud, David
6
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4
Hassan, M. Kabir
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Salisu, Afees A.
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Azhar Mohamad
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
15
Applied financial economics
11
Journal of econometrics
11
The European journal of finance
8
CREATES research paper
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
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International journal of finance & economics : IJFE
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International review of applied economics
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Global COE Hi-Stat discussion paper series
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International economic review
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International journal of banking, accounting and finance
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Asian African journal of economics and econometrics
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
2
Revisiting dividend yield dynamics and returns predictability : evidence from a time-varying ESTR model
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 870-883
Persistent link: https://www.econbiz.de/10003873643
Saved in:
3
Volatility persistence, long memory and time-varying unconditional mean : evidence from 10 equity indices
McMillan, David G.
;
Ruiz, Isabel
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 578-595
Persistent link: https://www.econbiz.de/10003852502
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