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~subject:"Großbritannien"
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Großbritannien
Capital income
99
Kapitaleinkommen
99
Forecasting model
84
Prognoseverfahren
84
Börsenkurs
82
Share price
82
Volatility
67
Volatilität
67
Estimation
62
Schätzung
62
Aktienmarkt
48
Stock market
48
Theorie
38
Theory
38
ARCH model
32
ARCH-Modell
32
United Kingdom
31
Welt
25
World
25
USA
22
United States
22
Time series analysis
20
Zeitreihenanalyse
20
Correlation
17
Exchange rate
17
Wechselkurs
17
Korrelation
16
Stock returns
16
Dividend
15
Dividende
15
Cointegration
13
Kointegration
13
Portfolio selection
12
Portfolio-Management
12
Risikoprämie
12
Risk premium
12
Spillover effect
12
Spillover-Effekt
12
Anleihe
11
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English
31
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McMillan, David G.
31
Speight, Alan E. H.
14
Ap Gwilym, Owain
3
Wohar, Mark E.
3
Goddard, John A.
2
Wilson, John O. S.
2
Guidolin, Massimo
1
Hyde, Stuart
1
Ono, Sadayuki
1
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Applied financial economics
9
The journal of futures markets
3
The European journal of finance
2
The Manchester School
2
Applied economics
1
Bulletin of economic research
1
Economics letters
1
Federal Reserve Bank of St. Louis Working Paper
1
International economics & finance journal : (IEFJ)
1
International journal of forecasting
1
International review of applied economics
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of economics & business
1
Journal of world economic review
1
Oxford bulletin of economics and statistics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
31
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Non-linear predictability of UK stock market returns
McMillan, David G.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
5
,
pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
Saved in:
2
Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G.
- In:
Economics letters
84
(
2004
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
Saved in:
3
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:
4
Are UK share prices too high? : fundamental value or new era
McMillan, David G.
- In:
Bulletin of economic research
61
(
2009
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003800451
Saved in:
5
Present value model, bubbles and returns predictability : sector-level evidence
McMillan, David G.
- In:
Journal of business finance & accounting : JBFA
37
(
2010
)
5/6
,
pp. 668-686
Persistent link: https://www.econbiz.de/10008698689
Saved in:
6
Does the BEYR help predict UK sector returns?
McMillan, David G.
- In:
The journal of asset management
12
(
2011
)
2
,
pp. 146-156
Persistent link: https://www.econbiz.de/10009232548
Saved in:
7
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
8
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
9
Non-linear forecasting of stock returns : does volume help?
McMillan, David G.
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 115-126
Persistent link: https://www.econbiz.de/10003438396
Saved in:
10
The "stylised facts" of the UK business cycle : a reappraisal
McMillan, David G.
- In:
Journal of economic studies
25
(
1998
)
4
,
pp. 370-391
Persistent link: https://www.econbiz.de/10001248494
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