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~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~subject:"Public pension system"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public pension system
Schätzung
96
Forecasting model
52
Prognoseverfahren
52
Capital income
50
Kapitaleinkommen
50
Börsenkurs
47
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34
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Aufsatz in Zeitschrift
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McMillan, David G.
Pierdzioch, Christian
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
Chang, Tsangyao
99
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
82
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Schmähl, Winfried
51
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
46
Xuan Vinh Vo
45
Payne, James E.
42
Hammoudeh, Shawkat
41
Holmes, Mark J.
41
McAleer, Michael
39
Tsionas, Efthymios G.
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Ma, Feng
36
MacDonald, Ronald
36
Brooks, Robert
35
Salisu, Afees A.
35
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Finance research letters
7
Applied economics letters
6
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied financial economics
4
Applied economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of forecasting
3
Research in international business and finance
3
The Manchester School
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ECONIS (ZBW)
96
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1
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
2
The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
McMillan, David G.
;
Black, Angela J.
;
Klinkowska, Olga
; …
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10011413295
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
5
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
6
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
7
Modelling time-variation in the stock return-dividend yield predictive equation
McMillan, David G.
- In:
Financial markets, institutions & instruments
23
(
2014
)
5
,
pp. 273-302
Persistent link: https://www.econbiz.de/10010516099
Saved in:
8
Cointegration between stock prices, dividends, output and consumption : evidence and forecasting ability for 29 markets
Black, Angela J.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
Review of accounting & finance
14
(
2015
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10010518777
Saved in:
9
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
10
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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