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Search: person:"Speight, Alan E.H."
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Speight, Alan E.H.
18
Mcmillan, David G.
10
Evans, Kevin P.
4
McMillan, David G.
3
Gwilym, Owain Ap
1
Peel, David A.
1
Speight, Alan E. H.
1
Thomas, Dennis A.
1
Thompson, Piers
1
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Applied financial economics
3
Journal of forecasting
2
Journal of multinational financial management
2
The journal of futures markets
2
Applied economics
1
Industrial relations journal : the European journal for analysis, policy and practice
1
International journal of finance & economics : IJFE
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Resources policy
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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OLC EcoSci
ECONIS (ZBW)
67
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23
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1
Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High‐Frequency Data?
Mcmillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-344
Persistent link: https://www.econbiz.de/10009971921
Saved in:
2
Dynamic news effects in high frequency Euro exchange rates
Evans, Kevin P.
;
Speight, Alan E.H.
- In:
Journal of international financial markets, …
20
(
2010
)
3
,
pp. 238-259
Persistent link: https://www.econbiz.de/10008417540
Saved in:
3
How useful is intraday data for evaluating daily Value-at-Risk?
Mcmillan, David G.
;
Speight, Alan E.H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488
Persistent link: https://www.econbiz.de/10008096950
Saved in:
4
How useful is intraday data for evaluating daily Value-at-Risk?
McMillan, David G.
;
Speight, Alan E.H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-504
Persistent link: https://www.econbiz.de/10008899745
Saved in:
5
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:
6
Is investment time irreversible? Some empirical evidence for disaggregated UK manufacturing data
Speight, Alan E.H.
;
Thompson, Piers
- In:
Applied economics
38
(
2006
)
19
,
pp. 2265-2276
Persistent link: https://www.econbiz.de/10007619364
Saved in:
7
Volatility dynamics and heterogeneous markets
Mcmillan, David G.
;
Speight, Alan E.H.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 115-122
Persistent link: https://www.econbiz.de/10007422093
Saved in:
8
Real-Time Risk Pricing Over the Business Cycle: Some Evidence for the UK
Evans, Kevin P.
;
Speight, Alan E.H.
- In:
Journal of business finance & accounting : JBFA
33
(
2006
)
1
,
pp. 263-283
Persistent link: https://www.econbiz.de/10006955392
Saved in:
9
Daily volatility forecasts: reassessing the performance of GARCH models
Mcmillan, David G.
;
Speight, Alan E.H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10006880037
Saved in:
10
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. 253-264
Persistent link: https://www.econbiz.de/10007650954
Saved in:
1
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