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Mcmillan, David G.
35
McMillan, David G.
29
Speight, Alan E.H.
12
Black, Angela J.
7
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4
Ruiz, Isabel
3
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Kambouroudis, Dimos
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Applied financial economics
7
Journal of international financial markets, institutions & money
5
International review of financial analysis
4
The journal of asset management
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
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3
Journal of multinational financial management
3
Resources policy
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The Manchester School
3
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Applied economics
1
Asian African journal of economics and econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics & finance journal : (IEFJ)
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International journal of banking, accounting and finance
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International journal of financial markets and derivatives
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International journal of forecasting
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Oxford bulletin of economics and statistics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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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
Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G.
- In:
International economics & finance journal : (IEFJ)
2
(
2007
)
1/2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10009911376
Saved in:
3
Does the BEYR help predict UK sector returns?
McMillan, David G.
- In:
The journal of asset management
12
(
2011
)
2
,
pp. 146-156
Persistent link: https://www.econbiz.de/10009871107
Saved in:
4
Value and growth stocks and cyclical asymmetries
Black, Angela J.
;
McMillan, David G.
- In:
The journal of asset management
6
(
2005-06
)
2
,
pp. 104-116
Persistent link: https://www.econbiz.de/10007270099
Saved in:
5
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
Mcmillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10007272588
Saved in:
6
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:
7
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:
8
Volatility spillovers in East European black-market exchange rates
Speight, Alan E.H.
;
Mcmillan, David G.
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 367-378
Persistent link: https://www.econbiz.de/10006902366
Saved in:
9
Shorter Papers & Comments - Nonlinear Error Correction in Spot and Forward Exchange Rates
McMillan, David G.
;
Black, Angela J.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
4
,
pp. 737-750
Persistent link: https://www.econbiz.de/10006561881
Saved in:
10
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
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