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isPartOf:"Applied financial economics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~person:"McMillan, David G."
~subject:"Aktienindex"
~subject:"Capital income"
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Aktienindex
Capital income
Volatility
9
Volatilität
9
Großbritannien
6
United Kingdom
6
Index futures
4
Index-Futures
4
ARCH model
3
ARCH-Modell
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1992-1995
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McMillan, David G.
Asai, Manabu
2
Butler, Kirt Charles
2
Choudhry, Taufiq
2
Franses, Philip Hans
2
Loudon, Geoffrey F.
2
Okada, Katsushi
2
Ryu, Doojin
2
Sarwar, Ghulam
2
Unite, Angelo A.
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Wu, Ji
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Adam, Christopher M.
1
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1
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1
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1
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1
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Applied financial economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of international financial markets, institutions & money
2
The European journal of finance
2
Applied economics letters
1
China finance review international
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Journal of economics & business
1
Journal of forecasting
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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2
Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Evans, Twm
;
McMillan, David G.
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1421-1430
Persistent link: https://www.econbiz.de/10003605849
Saved in:
3
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
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