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How useful is intraday data for evaluating daily Value-at-Risk?
Mcmillan, David G.; Speight, Alan E.H.; Evans, Kevin P. - In: Journal of multinational financial management 18 (2008) 5, pp. 488
Persistent link: https://www.econbiz.de/10008096950
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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. 599-608
Persistent link: https://www.econbiz.de/10007655548
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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. 199-208
Persistent link: https://www.econbiz.de/10007666128
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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/10007672033
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Articles - UK Output Variability and Growth: Some Further Evidence
Speight, Alan E.H. - In: Scottish journal of political economy : the journal of … 46 (1999) 2, pp. 175-184
Persistent link: https://www.econbiz.de/10007687466
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The "stylised facts" of the UK business cycle: A reappraisal
McMillan, David G.; Speight, Alan E.H. - In: Journal of economic studies 25 (1998) 4-5, pp. 370-391
Persistent link: https://www.econbiz.de/10007692688
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Is investment time irreversible? Some empirical evidence for disaggregated UK manufacturing data
Speight, Alan E.H.; Thompson, Piers - In: Applied economics 38 (2006) 19, pp. 2265-2276
Persistent link: https://www.econbiz.de/10007619364
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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/10006880037
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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/10006902366
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Dynamic news effects in high frequency Euro exchange rates
Evans, Kevin P.; Speight, Alan E.H. - In: Journal of international financial markets, … 20 (2010) 3, pp. 238-259
Persistent link: https://www.econbiz.de/10008417540