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~subject:"Großbritannien"
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Großbritannien
Capital income
86
Kapitaleinkommen
86
Börsenkurs
78
Share price
78
United Kingdom
74
Volatility
73
Volatilität
71
Prognoseverfahren
66
Forecasting model
65
Estimation
61
Schätzung
61
Theorie
51
Theory
51
Aktienmarkt
48
Stock market
48
USA
38
United States
38
Welt
31
World
31
ARCH model
30
ARCH-Modell
30
Exchange rate
25
Time series analysis
25
Wechselkurs
25
Zeitreihenanalyse
25
EU countries
21
EU-Staaten
21
Country risk
20
Länderrisiko
20
Credit rating
19
Dividend
19
Dividende
19
Kreditwürdigkeit
19
Bid-ask spread
18
Geld-Brief-Spanne
18
Rating agency
18
Ratingagentur
18
Index futures
16
Index-Futures
16
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66
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3
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3
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English
72
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Speight, Alan E. H.
34
McMillan, David G.
30
Ap Gwilym, Owain
24
Peel, David
5
Thomas, Stephen
5
MacDonald, Ronald
4
Thomas, Stephen D.
4
Clare, Andrew D.
3
Cook, Steven
3
Evans, Kevin P.
3
McManus, Ian
3
Verousis, Thanos
3
Wohar, Mark E.
3
Buckle, Michael J.
2
Goddard, John A.
2
Seaton, James
2
Thomas, Dennis A.
2
Wilson, John O. S.
2
Alibo, Evamena
1
Daliakopoulos, Stavros
1
Guidolin, Massimo
1
Hyde, Stuart
1
Lei Meng
1
McMillan, David
1
Ono, Sadayuki
1
Thompson, Piers
1
Wolfe, Simon
1
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Applied financial economics
10
The journal of futures markets
7
Applied economics
6
The European journal of finance
4
International review of financial analysis
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The Manchester School
3
The journal of fixed income
3
Applied economics letters
2
Bulletin of economic research
2
International review of applied economics
2
Current politics and economics of Europe
1
Discussion paper / Department of Economics, University of Aberdeen
1
Discussion papers in accounting and finance
1
Economica
1
Economics letters
1
Financial asset pricing : theory, global policy and dynamics
1
International economics & finance journal : (IEFJ)
1
International journal of behavioural accounting and finance : IJBAF
1
International journal of forecasting
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 financial management and analysis : international review of finance
1
Journal of international financial markets, institutions & money
1
Journal of world economic review
1
Manchester Business School Research Paper
1
Oxford bulletin of economics and statistics
1
Perspectives on European politics and economics
1
Public finance
1
Resources policy
1
The economic journal : the journal of the Royal Economic Society
1
The history and practice of economics
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investing
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
72
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1
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:
2
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
3
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:
4
The "stylised facts" of the UK business cycle : a reappraisal
McMillan, David G.
- In:
Journal of economic studies
25
(
1998
)
4
,
pp. 370-391
Persistent link: https://www.econbiz.de/10001248494
Saved in:
5
Testing for asymmetries in UK macroeconomic tome series
Speight, Alan E. H.
- In:
Scottish journal of political economy : the journal of …
45
(
1998
)
2
,
pp. 158-170
Persistent link: https://www.econbiz.de/10001240205
Saved in:
6
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:
7
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
8
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:
9
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
10
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
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