Narrow search
Showing 1 - 8 of 8
Cover Image
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Cover Image
UK stock market predictability : evidence of time variation
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 23 (2013) 10/12, pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Cover Image
Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 22 (2012) 19/21, pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
Cover Image
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
Cover Image
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
Cover Image
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain; McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 9 (1999) 6, pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Cover Image
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
Cover Image
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