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~language:"eng"
~person:"McMillan, David G."
~subject:"Anleihe"
~subject:"Firm performance"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Anleihe
Firm performance
Volatility
Capital income
67
Kapitaleinkommen
67
Börsenkurs
53
Share price
53
Forecasting model
52
Prognoseverfahren
52
Volatilität
49
Estimation
44
Schätzung
44
Aktienmarkt
36
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McMillan, David G.
Gupta, Rangan
155
Bouri, Elie
94
Ma, Feng
89
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
70
Hammoudeh, Shawkat
68
Xuan Vinh Vo
60
Kang, Sang Hoon
56
Mensi, Walid
54
Wohar, Mark E.
52
Bollerslev, Tim
51
Wang, Yudong
46
Hassan, M. Kabir
45
Caporale, Guglielmo Maria
44
Kumar, Dilip
44
Lee, Seoki
43
Zhang, Yaojie
43
Corbet, Shaen
42
Demirer, Rıza
41
Pierdzioch, Christian
41
Lucey, Brian M.
40
Andersen, Torben
39
Brooks, Robert
39
Fabozzi, Frank J.
39
Wei, Yu
39
Chevallier, Julien
38
Roubaud, David
38
Yoon, Seong-min
38
Ryu, Doojin
36
Salisu, Afees A.
36
Wagner, Joachim
36
Balcilar, Mehmet
35
Gil-Alaña, Luis A.
35
Hegerty, Scott W.
35
Kuvalin, Dmitrij B.
35
Liang, Chao
35
Umar, Zaghum
35
Todorov, Viktor
34
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Applied financial economics
9
Journal of international financial markets, institutions & money
4
Journal of forecasting
3
The European journal of finance
3
The journal of futures markets
3
International review of financial analysis
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
Credit and capital markets : Kredit und Kapital
1
Economics / Discussion papers : the open-access, open-assessment e-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
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International journal of forecasting
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International review of applied economics
1
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Journal of emerging market finance
1
Journal of international money and finance
1
Journal of multinational financial management
1
Managerial finance
1
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1
Research in international business and finance
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Resources policy
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
53
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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
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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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