//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~person:"McMillan, David G."
~subject:"Forecasting model"
~subject:"Theory"
~subject:"United Kingdom"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Theory
United Kingdom
Großbritannien
9
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Index futures
3
Index-Futures
3
Kapitaleinkommen
3
Share price
3
1992-1995
2
Aktienmarkt
2
Derivat
2
Derivative
2
Estimation
2
Handelsvolumen der Börse
2
Prognoseverfahren
2
Schätzung
2
Stock market
2
Trading volume
2
1957-2008
1
1986-1999
1
1986-2008
1
Branche
1
Canada
1
Cointegration
1
Comparison
1
Currency derivative
1
Deutschland
1
Economic sector
1
Exchange rate
1
Forecast
1
France
1
Frankreich
1
Germany
1
Information
1
Japan
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
McMillan, David G.
Gupta, Rangan
11
Narayan, Paresh Kumar
6
Speight, Alan E. H.
6
Wang, Yudong
6
Weron, Rafał
6
Wohar, Mark E.
6
Blake, David
5
Ma, Feng
5
Brooks, Chris
4
Bunn, Derek W.
4
Chelley-Steeley, Patricia L.
4
Coakley, Jerry
4
Danbolt, Jo
4
Ji, Qiang
4
Pierdzioch, Christian
4
Power, David M.
4
Steeley, James M.
4
Wang, Shouyang
4
Ap Gwilym, Owain
3
Caporale, Guglielmo Maria
3
Dai, Zhifeng
3
Fraser, Patricia
3
Grossi, Luigi
3
Jones, Edward
3
Keasey, Kevin
3
Liu, Li
3
Mazouz, Khelifa
3
Nguyen, Duc Khuong
3
Nowotarski, Jakub
3
Pollitt, Michael G.
3
Sun, Yuying
3
Wei, Yi-Ming
3
Wu, Chongfeng
3
Al-Freedi, Ajab
2
Aloui, Chaker
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Benth, Fred Espen
2
Bevan, Alan A.
2
more ...
less ...
Published in...
All
Applied financial economics
Energy economics
The European journal of finance
4
International journal of finance & economics : IJFE
3
The Manchester School
3
The journal of futures markets
3
Applied economics
2
International review of applied economics
2
International review of financial analysis
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Review of accounting & finance
2
The journal of asset management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Bulletin of economic research
1
Cogent economics & finance
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial markets, institutions & instruments
1
International economics & finance journal : (IEFJ)
1
International journal of banking, accounting and finance
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of forecasting
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of economics & business
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Journal of world economic review
1
Palgrave pivot
1
Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Research in international business and finance
1
Resources policy
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Springer eBook Collection / Economics and Finance
1
SpringerLink / Bücher
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
6
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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:
10
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->