Concepedia
Statistics
Publications
101
Citations
3K
H-Index
30
Active since
1998
Affiliations
University of Stirling(Current)
University of St Andrews
Swansea University
University of Wales
University of Aberdeen
David G. McMillan is an author at University of Stirling specializing in finance, business, and asset pricing.
Top concepts
BusinessFinanceEconomicsAsset PricingFinancial EconomicsEmpirical FinanceVolatility ModelingEconomic AnalysisGlobal FinanceForecasting
Publications per year
1998–2023
Non‐linear Predictability of UK Stock Market Returns*
David G. McMillan · Oxford Bulletin of Economics and Statistics · 2003 · 122 citations · Full text
Empirical Finance, Non‐linear Predictability, Linear Model +16
Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models
David G. McMillan · International Review of Economics & Finance · 2001 · 108 citations
Economics, Volatility Modeling, Financial Economics +11
Forecasting UK stock market volatility
David G. McMillan, Alan E. H. Speight, Owain Apgwilym · Applied Financial Economics · 2000 · 107 citations
Volatility Modeling, Economic Forecasting, Financial Economics +13
Return and volatility spillovers in three euro exchange rates
David G. McMillan, Alan E. H. Speight · Journal of Economics and Business · 2009 · 93 citations
Economics, Financial Economics, International Finance +7
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
Dimos Kambouroudis, David G. McMillan, Katerina Tsakou · Journal of Futures Markets · 2016 · 87 citations
Volatility Modeling, Engineering, Volatility Models +18
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