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~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~isPartOf:"The journal of futures markets"
~language:"bul"
~language:"eng"
~person:"Bordo, Michael D."
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bordo, Michael D.
McMillan, David G.
Thornton, Daniel L.
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Review / Federal Reserve Bank of St. Louis
The journal of futures markets
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4
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4
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ECONIS (ZBW)
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1
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
2
Stock market booms and monetary policy in the twentieth century
Bordo, Michael D.
;
Wheelock, David C.
- In:
Review / Federal Reserve Bank of St. Louis
89
(
2007
)
2
,
pp. 91-122
Persistent link: https://www.econbiz.de/10003436451
Saved in:
3
Monetary policy and asset prices : a look back at past US stock market booms
Bordo, Michael D.
;
Wheelock, David C.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
6
,
pp. 19-44
Persistent link: https://www.econbiz.de/10002543490
Saved in:
4
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
5
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
6
Price stability and financial stability : the historical record
Bordo, Michael D.
;
Wheelock, David C.
- In:
Review / Federal Reserve Bank of St. Louis
80
(
1998
)
5
,
pp. 41-62
Persistent link: https://www.econbiz.de/10001352711
Saved in:
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