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~language:"bul"
~language:"eng"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~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
Börsenkurs
Dividend
Volatility
Capital income
71
Kapitaleinkommen
71
Forecasting model
56
Prognoseverfahren
56
Share price
53
Volatilität
51
Estimation
47
Schätzung
47
Aktienmarkt
36
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36
Großbritannien
30
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30
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28
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20
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20
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19
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McMillan, David G.
McAleer, Michael
331
Gupta, Rangan
301
Caporale, Guglielmo Maria
239
Pierdzioch, Christian
118
Bouri, Elie
115
Gil-Alaña, Luis A.
113
Bollerslev, Tim
109
Chang, Chia-Lin
109
Ma, Feng
104
Tiwari, Aviral Kumar
101
Hammoudeh, Shawkat
99
Narayan, Paresh Kumar
90
Wohar, Mark E.
89
Andersen, Torben
87
Härdle, Wolfgang
83
Bahmani-Oskooee, Mohsen
80
Allen, David E.
79
Spagnolo, Nicola
79
Hautsch, Nikolaus
76
Caporin, Massimiliano
75
Engle, Robert F.
75
Hafner, Christian M.
72
Lux, Thomas
72
Stulz, René M.
72
Asai, Manabu
71
Ryu, Doojin
70
Xuan Vinh Vo
70
Zaremba, Adam
70
Plastun, Alex
69
Faff, Robert W.
66
Lucey, Brian M.
66
Salisu, Afees A.
66
Kang, Sang Hoon
64
Linton, Oliver
64
Mensi, Walid
64
Bohl, Martin T.
63
Koopman, Siem Jan
63
Bauwens, Luc
61
Brooks, Robert
60
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Applied financial economics
11
The European journal of finance
8
International review of financial analysis
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
International journal of finance & economics : IJFE
3
International review of applied economics
3
The journal of asset management
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Financial markets, institutions & instruments
2
International journal of banking, accounting and finance
2
International review of economics & finance : IREF
2
Resources policy
2
Review of accounting & finance
2
Studies in economics and finance
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
Bulletin of economic research
1
China finance review international
1
Cogent economics & finance
1
Credit and capital markets : Kredit und Kapital
1
Discussion paper series
1
Economics : the open-access, open-assessment e-journal
1
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics & finance journal : (IEFJ)
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance
1
International journal of monetary economics and finance : IJMEF
1
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1
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61
Evaluating stock index return value-at-risk estimates in South Africa : comparative evidence for symmetric, asymmetric and long memory GARCH models
McMillan, David G.
;
Thupayagale, Pako
- In:
Journal of emerging market finance
9
(
2010
)
3
,
pp. 325-345
Persistent link: https://www.econbiz.de/10009156610
Saved in:
62
Level-shifts and non-linearity in US financial ratios : implications for returns predictability and the present value model
McMillan, David G.
- In:
Review of accounting & finance
9
(
2010
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10003991054
Saved in:
63
Present value model, bubbles and returns predictability : sector-level evidence
McMillan, David G.
- In:
Journal of business finance & accounting : JBFA
37
(
2010
)
5/6
,
pp. 668-686
Persistent link: https://www.econbiz.de/10008698689
Saved in:
64
Return and volatility spillovers in three euro exchange rates
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of economics & business
62
(
2010
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003949050
Saved in:
65
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Saved in:
66
Volatility persistence, long memory and structural breaks in an emerging equity market : the case of South Africa
McMillan, David G.
;
Thupayagale, Pako
- In:
Asian African journal of economics and econometrics
10
(
2010
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10009007476
Saved in:
67
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
68
Are share prices still too high?
McMillan, David G.
- In:
Research in international business and finance
23
(
2009
)
3
,
pp. 223-232
Persistent link: https://www.econbiz.de/10003876717
Saved in:
69
Are UK share prices too high? : fundamental value or new era
McMillan, David G.
- In:
Bulletin of economic research
61
(
2009
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003800451
Saved in:
70
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
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