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~type_genre:"Aufsatz in Zeitschrift"
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Capital income
67
Kapitaleinkommen
67
Börsenkurs
54
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54
Volatility
54
Volatilität
54
Forecasting model
52
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48
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predictability
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Article
187
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Aufsatz in Zeitschrift
Article in journal
189
Aufsatz im Buch
7
Book section
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Arbeitspapier
6
Article
6
Collection of articles of several authors
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English
189
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McMillan, David G.
161
Speight, Alan E. H.
54
Wohar, Mark E.
11
Black, Angela J.
8
McMillan, Fiona J.
8
MacDonald, Ronald
7
Peel, David
7
Evans, Kevin P.
6
Kambouroudis, Dimos
6
Tavakoli, Manouchehr
4
Thupayagale, Pako
4
Ziadat, Salem Adel
4
Al Rababa'a, Abdel Razzaq
3
Ap Gwilym, Owain
3
Cook, Steven
3
Elgammal, Mohammed Mohammed
3
Evans, Twm
3
Guidolin, Massimo
3
Hoepner, Andreas G. F.
3
Humpe, Andreas
3
Kambouroudis, Dimos S.
3
McKnight, Phillip J.
3
Ruiz, Isabel
3
Vivian, Andrew
3
Wese Simen, Chardin
3
Wu, Weiou
3
Ahmed, Fatma Ehab
2
Alomari, Mohammad
2
Bajo Rubio, Oscar
2
Berke, Burcu
2
Brooks, Chris
2
Camara, Omar
2
Garcia, Raquel Quiroga
2
Goddard, John A.
2
Herbst, Patrick
2
Hyde, Stuart
2
Klinkowska, Olga
2
Korkusuz, Burak
2
Ono, Sadayuki
2
Scislaw, Kenneth E.
2
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Workshop on Recent Developments in Econometrics and Financial Data Science <2017, Reading>
1
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Applied financial economics
17
Applied economics
12
The European journal of finance
12
Journal of international financial markets, institutions & money
8
Research in international business and finance
8
The journal of asset management
8
The journal of futures markets
6
Applied financial economics letters
5
International journal of finance & economics : IJFE
5
International review of applied economics
5
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4
International review of financial analysis
4
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4
Managerial finance
4
The Manchester School
4
Cogent economics & finance
3
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3
International review of economics & finance : IREF
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Studies in economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Asia-Pacific financial markets
2
Bulletin of economic research
2
Finance research letters
2
Financial markets, institutions & instruments
2
International journal of banking, accounting and finance
2
International journal of forecasting
2
Journal of multinational financial management
2
Journal of risk
2
Oxford bulletin of economics and statistics
2
Resources policy
2
Review of accounting & finance
2
The economic journal : the journal of the Royal Economic Society
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Asian African journal of economics and econometrics
1
China finance review international
1
Credit and capital markets : Kredit und Kapital
1
Current politics and economics of Europe
1
Economica
1
Economics / Discussion papers : the open-access, open-assessment e-journal
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ECONIS (ZBW)
189
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189
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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/10001563379
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