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~subject:"Großbritannien"
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Großbritannien
Capital income
99
Kapitaleinkommen
99
Forecasting model
85
Prognoseverfahren
85
Börsenkurs
83
Share price
83
Volatility
74
Volatilität
74
Estimation
66
Schätzung
66
Theorie
51
Theory
51
United Kingdom
51
Aktienmarkt
48
Stock market
48
ARCH model
33
ARCH-Modell
33
USA
32
United States
32
Time series analysis
27
Welt
27
World
27
Zeitreihenanalyse
26
Exchange rate
25
Wechselkurs
25
Correlation
17
Korrelation
16
Stock returns
16
Dividend
15
Dividende
15
Cointegration
14
Japan
14
Kointegration
13
Nichtlineare Regression
13
Nonlinear regression
13
Portfolio selection
12
Portfolio-Management
12
Risikoprämie
12
Risk premium
12
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49
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47
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47
Aufsatz im Buch
2
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2
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English
51
Author
All
Speight, Alan E. H.
34
McMillan, David G.
31
Peel, David
5
MacDonald, Ronald
4
Ap Gwilym, Owain
3
Cook, Steven
3
Evans, Kevin P.
3
Wohar, Mark E.
3
Goddard, John A.
2
Thomas, Dennis A.
2
Wilson, John O. S.
2
Guidolin, Massimo
1
Hyde, Stuart
1
Ono, Sadayuki
1
Thompson, Piers
1
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Applied financial economics
9
Applied economics
6
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
The journal of futures markets
3
Applied economics letters
2
Bulletin of economic research
2
International review of applied economics
2
The Manchester School
2
Current politics and economics of Europe
1
Discussion paper / Department of Economics, University of Aberdeen
1
Economica
1
Economics letters
1
Federal Reserve Bank of St. Louis Working Paper
1
International economics & finance journal : (IEFJ)
1
International journal of forecasting
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of economics & business
1
Journal of world economic review
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
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
51
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1
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/10003304077
Saved in:
2
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:
3
Return and volatility spillovers in three euro exchange rates
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of economics & business
62
(
2010
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003949050
Saved in:
4
Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.
;
Speight, Alan E. H.
- In:
International review of applied economics
24
(
2010
)
4
,
pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
Saved in:
5
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:
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
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:
8
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:
9
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:
10
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
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