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subject:"United States"
subject:"Wechselkurs"
~isPartOf:"Applied financial economics"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Comparison"
~subject:"France"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Wechselkurs
ARCH-Modell
Comparison
France
Großbritannien
9
United Kingdom
9
Volatility
6
Volatilität
6
ARCH model
3
Capital income
3
Index futures
3
Index-Futures
3
Kapitaleinkommen
3
1992-1995
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Aufsatz in Zeitschrift
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McMillan, David G.
Speight, Alan E. H.
4
Brooks, Chris
2
Hatemi-J, Abdulnasser
2
Roca, Eduardo
2
Sharma, Subhash Chandra
2
Ahlgren, Niklas
1
Ahn, Eun S.
1
Antell, Jan
1
Ap Gwilym, Owain
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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1
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1
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1
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1
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Applied financial economics
International economics & finance journal : (IEFJ)
1
International journal of forecasting
1
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1
Resources policy
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The European journal of finance
1
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ECONIS (ZBW)
5
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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
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
3
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:
4
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:
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
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