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Asymmetric volatility dynamics...
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Mcmillan, David G.
34
McMillan, David G.
29
Speight, Alan E.H.
17
Black, Angela J.
7
Evans, Kevin P.
4
Wohar, Mark E.
4
Ruiz, Isabel
3
Kambouroudis, Dimos
2
MCMILLAN, DAVID G.
2
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2
Wilson, John O.S.
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Applied financial economics
6
Journal of international financial markets, institutions & money
6
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
Journal of forecasting
3
Journal of multinational financial management
3
Resources policy
3
The Manchester School
3
Applied economics
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Asian African journal of economics and econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Industrial relations journal : the European journal for analysis, policy and practice
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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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International review of applied economics
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Journal of economic studies
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Managerial finance
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Oxford bulletin of economics and statistics
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Review of accounting & finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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OLC EcoSci
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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
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2
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:
3
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:
4
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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5
Intra-Day Volatility Components in FTSE-100 Stock Index Futures
Speight, Alan E.H.
;
McMillan, David G.
;
Gwilym, Owain Ap
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10006838402
Saved in:
6
Nonlinearities in the black market zloty-dollar exchange rate: some further evidence
Mcmillan, David G.
;
Speight, Alan E.H.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 209-220
Persistent link: https://www.econbiz.de/10007672033
Saved in:
7
The "stylised facts" of the UK business cycle: A reappraisal
McMillan, David G.
;
Speight, Alan E.H.
- In:
Journal of economic studies
25
(
1998
)
4-5
,
pp. 370-391
Persistent link: https://www.econbiz.de/10007692688
Saved in:
8
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. 253-264
Persistent link: https://www.econbiz.de/10007650954
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9
Non-ferrous metals price volatility: a component analysis
Mcmillan, David G.
;
Speight, Alan E.H.
- In:
Resources policy
27
(
2001
)
3
,
pp. 199-208
Persistent link: https://www.econbiz.de/10007666128
Saved in:
10
How useful is intraday data for evaluating daily Value-at-Risk?
Mcmillan, David G.
;
Speight, Alan E.H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488
Persistent link: https://www.econbiz.de/10008096950
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