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~subject:"Volatility"
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Volatility
Capital income
99
Kapitaleinkommen
99
Forecasting model
85
Prognoseverfahren
85
Börsenkurs
83
Share price
83
Volatilität
74
Estimation
66
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66
Großbritannien
51
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51
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48
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48
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14
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13
Kointegration
13
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13
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12
Portfolio-Management
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Risikoprämie
12
Risk premium
12
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Free
18
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Article
55
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19
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Aufsatz in Zeitschrift
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2
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2
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1
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English
74
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McMillan, David G.
67
Speight, Alan E. H.
25
Kambouroudis, Dimos S
8
Evans, Kevin P.
7
Kambouroudis, Dimos
6
Ziadat, Salem Adel
5
Al Rababa'a, Abdel Razzaq
4
Berke, Burcu
4
Korkusuz, Burak
4
Ap Gwilym, Owain
3
Ding, Yi
3
Evans, Twm
3
Kambouroudis, Dimos S.
3
Ruiz, Isabel
3
Thupayagale, Pako
3
Bajo Rubio, Oscar
2
Black, Angela J.
2
Evans, Pornsawan
2
Khasawneh, Maher
2
McMillan, Fiona J.
2
Sahiner, Mehmet
2
Ahmed, Fatma Ehab
1
Al-Amari, Ali Masaad
1
Bajo-Rubio, Oscar
1
Bajo‐Rubio, Oscar
1
Chen, Jing
1
Dong, Yizhe
1
Elgammal, Mohammed
1
Fifield, S. G. M.
1
Garcia, Raquel Quiroga
1
Gower, Craig P.
1
Hou, Wenxuan
1
Quiroga García, Raquel
1
Rehman, Mobeen Ur
1
Tsakou, Katerina
1
Ur Rehman, Mobeen
1
Wohar, Mark E.
1
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Applied financial economics
9
Journal of international financial markets, institutions & money
5
The European journal of finance
4
Journal of forecasting
3
The journal of futures markets
3
International review of financial analysis
2
Research in international business and finance
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
China finance review international
1
Current politics and economics of Europe
1
Discussion paper series
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Future of economic science
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Managerial finance
1
Perspectives on European politics and economics
1
Resources policy
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
74
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1
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:
2
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:
3
Non-ferrous metals price volatility : a component analysis
McMillan, David G.
;
Speight, Alan E. H.
- In:
Resources policy
27
(
2001
)
3
,
pp. 199-207
Persistent link: https://www.econbiz.de/10001653583
Saved in:
4
Non-ferrous metals price volatility : a component analysis of daily LME settlement price data
McMillan, David G.
;
Speight, Alan E. H.
-
2001
Persistent link: https://www.econbiz.de/10001609654
Saved in:
5
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:
6
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:
7
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:
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/10001580072
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
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/10002233160
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