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~isPartOf:"The journal of futures markets"
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McMillan, David G.
7
Mcmillan, David G.
3
Speight, Alan E. H.
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Speight, Alan E.H.
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Ülkü, Numan
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Ap Gwilym, Owain
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Garcia, Raquel Quiroga
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Gwilym, Owain Ap
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Kambouroudis, Dimos S.
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The journal of futures markets
Applied financial economics
23
Journal of international financial markets, institutions & money
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The European journal of finance
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The journal of asset management
12
International review of financial analysis
8
The Manchester School
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Journal of forecasting
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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Journal of Futures Markets
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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
Persistent mispricing in a recently opened emerging index futures market : arbitrageurs invited
McMillan, David G.
;
Ülkü, Numan
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10003831097
Saved in:
3
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited
Mcmillan, David G.
;
Ülkü, Numan
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10008164190
Saved in:
4
Efficiency of the IBEX spot-futures basis : the impact of the mini-futures
McMillan, David G.
;
Quiroga Garcia, Raquel
- In:
The journal of futures markets
28
(
2008
)
4
,
pp. 398-415
Persistent link: https://www.econbiz.de/10003699415
Saved in:
5
Efficiency of the IBEX spot-futures basis: The impact of the mini-futures
Mcmillan, David G.
;
Garcia, Raquel Quiroga
- In:
The journal of futures markets
28
(
2008
)
4
,
pp. 398
Persistent link: https://www.econbiz.de/10007909350
Saved in:
6
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
7
Nonlinear dynamics and competing behavioral interpretations: Evidence from intra-day FTSE-100 index and futures data
Mcmillan, David G.
;
Speight, Alan E.H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10006808950
Saved in:
8
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:
9
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:
10
Intra-Day Volatility Components in FTSE-100 Stock Index Futures
Speight, Alan E.H.
;
McMillan, David G.
;
Gwilym, Owain Ap
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10006838402
Saved in:
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