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Value-at-risk in emerging equity markets : comparative evidence for symmetric, asymmetric, and long-memory GARCH models
McMillan, David G.; Speight, Alan E. H. - In: International review of finance 7 (2007) 1/2, pp. 1-19
Persistent link: https://www.econbiz.de/10003626702
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Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
McMillan, David G.; Speight, Alan E. H. - In: Asia-Pacific financial markets 12 (2005) 3, pp. 199-226
Persistent link: https://www.econbiz.de/10003407435
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Time deformation in UK consumers' expenditure : an empirical analysis of highly disaggregated data
Cook, Steven; Speight, Alan E. H. - In: Applied economics letters 13 (2006) 8, pp. 471-478
Persistent link: https://www.econbiz.de/10003348003
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Indirect measurement of grinding wheel run-out using acoustic emission
Pearce, Thomas R. A.; Fricker, David C.; Speight, Alan E. H. - In: International journal of manufacturing technology and … 12 (2007) 1/2/3, pp. 139-154
Persistent link: https://www.econbiz.de/10003493279
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Time irreversibility in consumers' expenditure : an analysis of disaggregated data
Cook, Steven; Speight, Alan E. H. - In: International review of applied economics 21 (2007) 4, pp. 561-575
Persistent link: https://www.econbiz.de/10003612784
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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
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Volatility dynamics and heterogeneous markets
McMillan, David G.; Speight, Alan E. H. - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 115-121
Persistent link: https://www.econbiz.de/10003322575
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Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics letters 2 (2006) 2, pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
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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
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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. 2265-2275
Persistent link: https://www.econbiz.de/10003385875