//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics"
~person:"Speight, Alan E. H."
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH-Modell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Volatilität
Welt
ARCH model
3
ARCH-Modell
3
Großbritannien
3
Index futures
3
Index-Futures
3
United Kingdom
3
Volatility
3
1992-1995
1
Information
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Speight, Alan E. H.
McMillan, David G.
3
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Hansen, Peter Reinhard
2
Ledoit, Olivier
2
Wolf, Michael
2
Yu, Jun
2
Abad, Pilar
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alberg, Dima
1
Andrikopulos, Andreas A.
1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Batchelor, Roy A.
1
Batten, Jonathan A.
1
Baur, Dirk G.
1
Bee, Marco
1
Ben Sita, Bernard
1
Bhattacharya, Kaushik
1
Bologna, Pierluigi
1
Brooks, Robert
1
Brännäs, Kurt
1
Carroll, Rachael
1
Catania, Leopoldo
1
Cavallo, Laura
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chan, Felix
1
Chatrath, Arjun
1
Chebbi, A.
1
Chelley-Steeley, Patricia L.
1
Chen, Shiau-hung
1
Chorro, Christophe
1
Christensen, Kim
1
Chuang, I.-yuan
1
Clements, Adam
1
Collet, Jérôme
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of financial econometrics
Journal of forecasting
2
Asia-Pacific financial markets
1
Future of economic science
1
International journal of finance & economics : IJFE
1
Journal of multinational financial management
1
The European journal of finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->