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You searched for +publisher:"University of St. Andrews" +contributor:("McMillan, David G"). Showing records 1 – 7 of 7 total matches.

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University of St. Andrews

1. Clayton, Maya. Econometric forecasting of financial assets using non-linear smooth transition autoregressive models .

Degree: 2011, University of St. Andrews

 Following the debate by empirical finance research on the presence of non-linear predictability in stock market returns, this study examines forecasting abilities of nonlinear STAR-type… (more)

Subjects/Keywords: Econometric forecasting; Non-linear; STAR model; Error-correction model; Non-linear predictability; House price returns; Asymmetric non-linear dynamics; Non-linear stationarity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Clayton, M. (2011). Econometric forecasting of financial assets using non-linear smooth transition autoregressive models . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/1898

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Clayton, Maya. “Econometric forecasting of financial assets using non-linear smooth transition autoregressive models .” 2011. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/1898.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Clayton, Maya. “Econometric forecasting of financial assets using non-linear smooth transition autoregressive models .” 2011. Web. 21 Feb 2020.

Vancouver:

Clayton M. Econometric forecasting of financial assets using non-linear smooth transition autoregressive models . [Internet] [Thesis]. University of St. Andrews; 2011. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/1898.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Clayton M. Econometric forecasting of financial assets using non-linear smooth transition autoregressive models . [Thesis]. University of St. Andrews; 2011. Available from: http://hdl.handle.net/10023/1898

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

2. Scislaw, Kenneth Edward. Three essays on the value premium : can investors capture the promised rewards? .

Degree: 2010, University of St. Andrews

 A consensus exists in the body of academic literature that stocks with high BE/ME characteristics outperform stocks with low BE/ME characteristics. Researchers disagree, however, as… (more)

Subjects/Keywords: Value premium; Value stocks; Growth stocks; GICS; Dimensional Fund Advisors; BE/ME; Liquidity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Scislaw, K. E. (2010). Three essays on the value premium : can investors capture the promised rewards? . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/936

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Scislaw, Kenneth Edward. “Three essays on the value premium : can investors capture the promised rewards? .” 2010. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/936.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Scislaw, Kenneth Edward. “Three essays on the value premium : can investors capture the promised rewards? .” 2010. Web. 21 Feb 2020.

Vancouver:

Scislaw KE. Three essays on the value premium : can investors capture the promised rewards? . [Internet] [Thesis]. University of St. Andrews; 2010. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/936.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Scislaw KE. Three essays on the value premium : can investors capture the promised rewards? . [Thesis]. University of St. Andrews; 2010. Available from: http://hdl.handle.net/10023/936

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

3. Thupayagale, Pako. Essays in long memory: evidence from African stock markets .

Degree: 2010, University of St. Andrews

 This thesis explores various aspects of long memory behaviour in African stock markets (ASMs). First, we examine long memory in both equity returns and volatility… (more)

Subjects/Keywords: Long memory; Volatility; Market efficiency; Structural breaks; Forecasts; Value-at-risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Thupayagale, P. (2010). Essays in long memory: evidence from African stock markets . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/883

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Thupayagale, Pako. “Essays in long memory: evidence from African stock markets .” 2010. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/883.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Thupayagale, Pako. “Essays in long memory: evidence from African stock markets .” 2010. Web. 21 Feb 2020.

Vancouver:

Thupayagale P. Essays in long memory: evidence from African stock markets . [Internet] [Thesis]. University of St. Andrews; 2010. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/883.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Thupayagale P. Essays in long memory: evidence from African stock markets . [Thesis]. University of St. Andrews; 2010. Available from: http://hdl.handle.net/10023/883

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

4. Wu, Weiou. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .

Degree: 2013, University of St. Andrews

 This thesis investigates correlations and linkages in credit risk that widely exist in all sectors of the financial markets. The main body of this thesis… (more)

Subjects/Keywords: Credit risk; Credit derivatives; Copula; Credit contagion

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, W. (2013). Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/4048

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .” 2013. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/4048.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .” 2013. Web. 21 Feb 2020.

Vancouver:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . [Internet] [Thesis]. University of St. Andrews; 2013. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/4048.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . [Thesis]. University of St. Andrews; 2013. Available from: http://hdl.handle.net/10023/4048

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

5. Kambouroudis, Dimos S. Essays on volatility forecasting .

Degree: 2012, University of St. Andrews

 Stock market volatility has been an important subject in the finance literature for which now an enormous body of research exists. Volatility modelling and forecasting… (more)

Subjects/Keywords: Volatility forecasting; GARCH; Backward recursion; VaR; Riskmetrics; VIX; Trading volume

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kambouroudis, D. S. (2012). Essays on volatility forecasting . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/3191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kambouroudis, Dimos S. “Essays on volatility forecasting .” 2012. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/3191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kambouroudis, Dimos S. “Essays on volatility forecasting .” 2012. Web. 21 Feb 2020.

Vancouver:

Kambouroudis DS. Essays on volatility forecasting . [Internet] [Thesis]. University of St. Andrews; 2012. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/3191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kambouroudis DS. Essays on volatility forecasting . [Thesis]. University of St. Andrews; 2012. Available from: http://hdl.handle.net/10023/3191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

6. Mpofu, Bekithemba. The relationship between stock market returns and inflation : new evidence from Sub-Saharan Africa .

Degree: 2010, University of St. Andrews

 The literature investigating the relationship between stock market returns and inflation is long and has produced diverse findings. This thesis examines the nature of stock–inflation… (more)

Subjects/Keywords: Inflation; Stock market returns; Hidden inflation; Inflation forecasting; Non-parametric cointegration; Sub-Sahara Africa

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mpofu, B. (2010). The relationship between stock market returns and inflation : new evidence from Sub-Saharan Africa . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/939

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mpofu, Bekithemba. “The relationship between stock market returns and inflation : new evidence from Sub-Saharan Africa .” 2010. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/939.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mpofu, Bekithemba. “The relationship between stock market returns and inflation : new evidence from Sub-Saharan Africa .” 2010. Web. 21 Feb 2020.

Vancouver:

Mpofu B. The relationship between stock market returns and inflation : new evidence from Sub-Saharan Africa . [Internet] [Thesis]. University of St. Andrews; 2010. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/939.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mpofu B. The relationship between stock market returns and inflation : new evidence from Sub-Saharan Africa . [Thesis]. University of St. Andrews; 2010. Available from: http://hdl.handle.net/10023/939

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

7. Chen, Xing. Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets .

Degree: 2012, University of St. Andrews

 The degree of stock market integration has important implications for cross-border portfolio diversification, for which Mainland China has become an attractive destination, particularly following the… (more)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, X. (2012). Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/3208

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Xing. “Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets .” 2012. Thesis, University of St. Andrews. Accessed February 21, 2020. http://hdl.handle.net/10023/3208.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Xing. “Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets .” 2012. Web. 21 Feb 2020.

Vancouver:

Chen X. Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets . [Internet] [Thesis]. University of St. Andrews; 2012. [cited 2020 Feb 21]. Available from: http://hdl.handle.net/10023/3208.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen X. Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets . [Thesis]. University of St. Andrews; 2012. Available from: http://hdl.handle.net/10023/3208

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.