Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Market trader heterogeneity an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
101
Kapitaleinkommen
101
Forecasting model
90
Prognoseverfahren
90
Börsenkurs
81
Share price
81
Volatility
75
Volatilität
75
Theorie
71
Theory
71
Großbritannien
66
United Kingdom
66
Estimation
51
Schätzung
51
Aktienmarkt
49
Stock market
49
ARCH-Modell
35
Time series analysis
31
USA
31
United States
31
Zeitreihenanalyse
30
Exchange rate
27
Wechselkurs
27
Welt
25
World
25
Forecast
20
Prognose
20
Capital market returns
18
Correlation
18
Kapitalmarktrendite
18
Korrelation
17
Dividend
16
Dividende
16
Japan
16
Portfolio selection
16
Portfolio-Management
16
Stock returns
16
Cointegration
15
Kointegration
14
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
32
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Aufsatz im Buch
1
Book section
1
Language
All
English
35
Author
All
McMillan, David G.
33
Speight, Alan E. H.
14
Kambouroudis, Dimos
4
Ruiz, Isabel
4
Kambouroudis, Dimos S.
3
Korkusuz, Burak
3
Evans, Kevin P.
2
Evans, Twm
2
Kambouroudis, Dimos S
2
Wu, Weiou
2
Al Rababa'a, Abdel Razzaq
1
Bajo Rubio, Oscar
1
Berke, Burcu
1
Black, Angela J.
1
Ding, Yi
1
Evans, P.
1
Gong, Jinguo
1
Gower, Craig P.
1
McMillan, Fiona J.
1
Shi, Daimin
1
Thupayagale, Pako
1
Tsakou, Katerina
1
more ...
less ...
Published in...
All
Applied financial economics
3
The European journal of finance
3
International review of financial analysis
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
The journal of futures markets
2
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Future of economic science
1
International journal of banking, accounting and finance
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International review of finance
1
Journal of multinational financial management
1
Journal of risk
1
Managerial finance
1
Research in international business and finance
1
Resources policy
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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/10002233160
Saved in:
4
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
5
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:
6
Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.
;
Ruiz, Isabel
;
Speight, Alan E. H.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
Saved in:
7
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
8
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
Saved in:
9
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
Saved in:
10
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.
;
Speight, Alan E. H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-503
Persistent link: https://www.econbiz.de/10003789977
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
