معرفی
Professor David McMillan is affiliated with the University of Stirling in the Accounting & Finance department. His research primarily focuses on financial markets, macroeconomic influences on stock returns, and volatility dynamics.
Research Interests include:
- Financial econometrics
- Stock market volatility forecasting
- Macroeconomic determinants of equity returns
- Oil market interactions with financial assets
- Portfolio diversification effectiveness
Recent Publications (2023-2025) span volatility spillovers, return predictability, and macroeconomic linkages, with applications to G7 markets, BRICS nations, and the GCC bloc. Methodologies include regime-switching models, wavelet analysis, and machine learning techniques.
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