D. McMillan

Economics and Econometrics · with Speight · 2000–2010

A researcher in the Science corpus: 5 papers; trusts 6 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom D. McMillan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Gabriel Pérez-Quirós
  2. Bernard Walter Silverman
  3. C. Stone
  4. M. Stone
  5. Min Qi
  6. Robert F. Engle
  7. Allan G. Timmermann
  8. Tim Bollerslev
  9. Eugene F. Fama
  10. Daniel B. Nelson

Who trusts D. McMillan overall

  1. Melek Acar Boyacioglu
  2. Taufiq Choudhry
  3. Derya Avcı
  4. Dima Alberg
  5. Fotios I. Papadimitriou
  6. Ugur Korkut Pata
  7. Sarosh Shabi
  8. G. Ali
  9. Ana Rodríguez Álvarez
  10. Haim Shalit

Papers from D. McMillan's perspective

Ordered by how strongly the researchers D. McMillan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Common risk factors in the returns on stocks and bonds
  3. The Cross‐Section of Expected Stock Returns
  4. Firm Size and Cyclical Variations in Stock Returns
  5. The Behavior of Stock-Market Prices
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. Density Estimation for Statistics and Data Analysis
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. A Reality Check for Data Snooping
  10. The stationary bootstrap

Their papers