Narrow search
Showing 1 - 10 of 23
Cover Image
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A. - In: Journal of forecasting 20 (2001) 5, pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
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
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
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
Unit and fractional roots with deterministic trends in the UK output
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 8 (2002) 4, pp. 348-356
Persistent link: https://www.econbiz.de/10001763169
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
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
Detecting break in oil price series using the Box-Tiao method
Akarca, Ali T. - In: International advances in economic research : IAER ; an … 3 (1997) 2, pp. 217-224
Persistent link: https://www.econbiz.de/10001228220
Cover Image
The relationship between crude oil and gasoline prices
Akarca, Ali T. - In: International advances in economic research : IAER ; an … 4 (1998) 3, pp. 282-288
Persistent link: https://www.econbiz.de/10001249196