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~subject:"Forecasting model"
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Search: person:"Speight, Alan E.H."
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Forecasting model
Großbritannien
35
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Volatility
25
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16
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Wechselkurs
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Speight, Alan E. H.
5
McMillan, David G.
4
Ap Gwilym, Owain
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Gower, Craig P.
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Journal of forecasting
2
Applied financial economics
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Asia-Pacific financial markets
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Future of economic science
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ECONIS (ZBW)
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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. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
2
Recent developments in the modelling of financial market volatility
Speight, Alan E. H.
;
Gower, Craig P.
- In:
Future of economic science
,
(pp. 497-512)
.
2009
Persistent link: https://www.econbiz.de/10009613558
Saved in:
3
Non-linear long horizon returns predictability : evidence from six South-East Asian markets
McMillan, David G.
;
Speight, Alan E. H.
- In:
Asia-Pacific financial markets
13
(
2006
)
2
,
pp. 95-111
Persistent link: https://www.econbiz.de/10003496767
Saved in:
4
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/10002233160
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
Saved in:
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