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~language:"bul"
~language:"eng"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~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
Konsumentenverhalten
Volatility
Capital income
71
Kapitaleinkommen
71
Forecasting model
56
Prognoseverfahren
56
Börsenkurs
53
Share price
53
Volatilität
51
Estimation
47
Schätzung
47
Aktienmarkt
36
Stock market
36
Großbritannien
30
United Kingdom
30
ARCH model
28
Theorie
20
Theory
20
USA
19
United States
19
Time series analysis
18
Zeitreihenanalyse
18
Exchange rate
16
Wechselkurs
16
Welt
15
World
15
Stock returns
14
Correlation
13
Korrelation
13
Cointegration
12
Dividend
12
Dividende
12
Kointegration
12
Anleihe
10
Bond
10
forecasting
10
Aktienindex
9
Index futures
9
Index-Futures
9
Nichtlineare Regression
9
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3
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Article
54
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Amtsdruckschrift
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Bibliografie enthalten
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Bibliographie enthalten
Conference paper
Graue Literatur
Konferenzbeitrag
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Aufsatz in Zeitschrift
55
Non-commercial literature
2
Arbeitspapier
1
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1
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Bulgarian
English
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McMillan, David G.
McAleer, Michael
322
Gupta, Rangan
221
Caporale, Guglielmo Maria
145
Han, Heesup
113
Chang, Chia-Lin
108
Bouri, Elie
99
Bollerslev, Tim
98
Mattila, Anna S.
95
Ma, Feng
88
Andersen, Torben
87
Pierdzioch, Christian
80
Hammoudeh, Shawkat
77
Spagnolo, Nicola
76
Lusk, Jayson L.
75
Bahmani-Oskooee, Mohsen
74
Asai, Manabu
71
Hafner, Christian M.
71
Phau, Ian
70
Caporin, Massimiliano
69
Khare, Arpita
68
Tiwari, Aviral Kumar
68
Dwivedi, Yogesh Kumar
62
Grewal, Dhruv
62
Härdle, Wolfgang
62
Nayga, Rodolfo M.
61
Koopman, Siem Jan
60
Loureiro, Sandra Maria Correia
60
Diebold, Francis X.
59
Engle, Robert F.
57
Gil-Alaña, Luis A.
57
Jang, Soocheong
57
Kang, Sang Hoon
57
Septianto, Felix
56
Belk, Russell W.
54
Paul, Justin
54
Bauwens, Luc
53
Janssen, Maarten C. W.
52
Mensi, Walid
52
Todorov, Viktor
52
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Applied financial economics
9
Journal of international financial markets, institutions & money
4
The European journal of finance
4
Journal of forecasting
3
The journal of futures markets
3
International review of financial analysis
2
Research in international business and finance
2
Resources policy
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
China finance review international
1
Discussion paper series
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
International review of finance
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of risk
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
57
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21
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:
22
Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period
Wu, Weiou
;
McMillan, David G.
- In:
Journal of risk
16
(
2013
)
2
,
pp. 51-59
Persistent link: https://www.econbiz.de/10010237929
Saved in:
23
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:
24
Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR
McMillan, David G.
- In:
International review of applied economics
26
(
2012
)
1
,
pp. 125-143
Persistent link: https://www.econbiz.de/10009419538
Saved in:
25
Measuring volatility persistence and long memory in the presence of structural breaks : evidence from African stock markets
McMillan, David G.
;
Thupayagale, Pako
- In:
Managerial finance
37
(
2011
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10009124175
Saved in:
26
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
27
Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.
;
Ruiz, Isabel
;
Speight, Alan E. H.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
Saved in:
28
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:
29
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:
30
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:
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