Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~person:"McMillan, David G."
~person:"Schoutens, Wim"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Construction and interpretatio...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Capital income
1
Exchange rate
1
Kapitaleinkommen
1
Theorie
1
Theory
1
Time series analysis
1
Wechselkurs
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McMillan, David G.
Schoutens, Wim
So, Mike Ka-pui
5
Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
Brooks, Chris
3
Chen, Cathy W. S.
3
Tang, Xiaolong
3
Abraham, Bovas
2
Balakrishna, N.
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
Cepni, Oguzhan
2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Park, Myung D.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Speight, Alan E. H.
2
Taylor, James W.
2
Tian, Fengping
2
Wang, Jiqian
2
Wen, Danyan
2
Yang, Ke
2
Zhang, Bo
2
Abdullah, Mat Yusoff
1
Abu-Mostafa, Yaser S.
1
Acosta, Lesley M.
1
Ahmad, Muhammad Idrees
1
Alizadeh-Masoodian, Amir H.
1
more ...
less ...
Published in...
All
Journal of forecasting
Applied financial economics
10
International journal of theoretical and applied finance
6
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The journal of futures markets
4
AFI
3
Annals of finance
3
International journal of financial engineering
3
Review of derivatives research
3
Robert H. Smith School Research Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
International review of financial analysis
2
Managerial finance
2
Quantitative finance
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
The journal of computational finance
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
China finance review international
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Tinbergen Institute
1
Discussion paper series
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
EURANDOM reports
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International Journal of Portfolio Analysis and Management
1
International journal of banking, accounting and finance
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Daily
volatility
forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
