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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
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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
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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
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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
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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
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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
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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
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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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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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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