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~language:"bul"
~language:"eng"
~person:"McMillan, David G."
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~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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Börsenkurs
Konsumentenverhalten
Share price
Volatility
Capital income
71
Kapitaleinkommen
71
Forecasting model
57
Prognoseverfahren
57
Volatilität
51
Estimation
48
Schätzung
48
Aktienmarkt
36
Stock market
36
Großbritannien
30
United Kingdom
30
ARCH model
28
ARCH-Modell
28
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20
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20
USA
19
United States
19
Time series analysis
18
Zeitreihenanalyse
18
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16
Wechselkurs
16
Welt
16
World
16
Stock returns
14
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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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94
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94
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McMillan, David G.
Gupta, Rangan
293
McAleer, Michael
268
Caporale, Guglielmo Maria
228
Pierdzioch, Christian
121
Gil-Alaña, Luis A.
116
Bouri, Elie
115
Han, Heesup
114
Bollerslev, Tim
109
Ma, Feng
104
Tiwari, Aviral Kumar
99
Mattila, Anna S.
98
Hammoudeh, Shawkat
96
Chang, Chia-Lin
94
Andersen, Torben
91
Narayan, Paresh Kumar
88
Wohar, Mark E.
88
Bahmani-Oskooee, Mohsen
80
Härdle, Wolfgang
80
Allen, David E.
78
Lusk, Jayson L.
77
Spagnolo, Nicola
77
Lux, Thomas
76
Phau, Ian
76
Hautsch, Nikolaus
74
Belk, Russell W.
73
Ryu, Doojin
70
Zaremba, Adam
70
Khare, Arpita
69
Plastun, Alex
69
Salisu, Afees A.
67
Chiarella, Carl
66
Grewal, Dhruv
66
Loureiro, Sandra Maria Correia
66
Stulz, René M.
65
Nayga, Rodolfo M.
64
Xuan Vinh Vo
64
Dwivedi, Yogesh Kumar
63
Bohl, Martin T.
62
Jang, Soocheong
62
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Applied financial economics
11
The European journal of finance
7
International review of financial analysis
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
International journal of finance & economics : IJFE
3
International review of applied economics
3
Research in international business and finance
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
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 / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
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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 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
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economics & business
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Journal of economics and finance : JEF
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ECONIS (ZBW)
97
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71
Volatility dynamics in three euro exchange rates : correlations, spillovers and commonality
McMillan, David G.
;
Ruiz, Isabel
- In:
International journal of financial markets and derivatives
1
(
2009
)
1
,
pp. 64-74
Persistent link: https://www.econbiz.de/10003984988
Saved in:
72
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
Saved in:
73
Dividends, prices and the present value model : firm-level evidence
Goddard, John A.
;
McMillan, David G.
;
Wilson, John O. S.
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 195-210
Persistent link: https://www.econbiz.de/10003744772
Saved in:
74
Financial co-movement and correlation : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
International journal of banking, accounting and finance
1
(
2008
)
3
,
pp. 215-241
Persistent link: https://www.econbiz.de/10003838060
Saved in:
75
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.
;
Speight, Alan E. H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-503
Persistent link: https://www.econbiz.de/10003789977
Saved in:
76
Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G.
- In:
International economics & finance journal : (IEFJ)
2
(
2007
)
1/2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10003791280
Saved in:
77
Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G.
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 787-804
Persistent link: https://www.econbiz.de/10003429782
Saved in:
78
Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Evans, Twm
;
McMillan, David G.
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1421-1430
Persistent link: https://www.econbiz.de/10003605849
Saved in:
79
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
80
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
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