List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Non-parametric estimation of copula parameters: testing for time-varying correlation Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
| Forecasting stock returns: does switching between models help? Recent Advances in Estimating Nonlinear Models | 2018-12-13 | Paper |
| Daily FX volatility forecasts: can the GARCH(1,1) model be beaten using high-frequency data? Journal of Forecasting | 2018-10-11 | Paper |
| Does information help intra-day volatility forecasts? Journal of Forecasting | 2018-10-11 | Paper |
| Predicting stock returns. Implications for asset pricing | 2018-04-24 | Paper |
| ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA Bulletin of Economic Research | 2009-08-28 | Paper |
| Long-memory in high-frequency exchange rate volatility under temporal aggregation Quantitative Finance | 2008-05-22 | Paper |
| Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility Asia-Pacific Financial Markets | 2007-02-16 | Paper |
Research outcomes over time
This page was built for person: David G. McMillan
