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Capital income
101
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248
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3
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ECONIS (ZBW)
OLC EcoSci
66
RePEc
64
Other ZBW resources
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EconStor
7
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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
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:
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
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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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