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subject:"SPD"
~isPartOf:"Applied financial economics"
~person:"Speight, Alan E. H."
~subject:"Piper Alpha"
~subject:"United Kingdom"
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SPD
Piper Alpha
United Kingdom
Großbritannien
6
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Index futures
3
Index-Futures
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1992-1995
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Speight, Alan E. H.
McMillan, David G.
9
Blake, David
5
Chelley-Steeley, Patricia L.
4
Coakley, Jerry
4
Power, David M.
4
Steeley, James M.
4
Ap Gwilym, Owain
3
Brooks, Chris
3
Danbolt, Jo
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Fraser, Patricia
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Keasey, Kevin
3
Mazouz, Khelifa
3
Bevan, Alan A.
2
Chatterjee, R. A.
2
Clare, Andrew D.
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Drake, Leigh M.
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Hatemi-J, Abdulnasser
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Thomas, Hardy
2
Thomas, Hardy M.
2
Wang, Peijie
2
Wohar, Mark E.
2
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2
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2
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Applied financial economics
Applied economics
5
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The journal of futures markets
3
Applied economics letters
2
International review of applied economics
2
The European journal of finance
2
Bulletin of economic research
1
Current politics and economics of Europe
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Discussion paper / Department of Economics, University of Aberdeen
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Economica
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Journal of economic studies
1
Journal of economics & business
1
Perspectives on European politics and economics
1
Public finance
1
The economic journal : the journal of the Royal Economic Society
1
The history and practice of economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
2
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
3
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
4
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
5
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
6
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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