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isPartOf:"The Manchester School"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~person:"McMillan, David G."
~person:"Mumford, Karen"
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Großbritannien
15
United Kingdom
15
Volatility
6
Volatilität
6
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5
Schätzung
5
ARCH model
3
ARCH-Modell
3
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3
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Article
15
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Article in journal
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15
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English
15
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McMillan, David G.
Mumford, Karen
Speight, Alan E. H.
6
Blake, David
5
Ap Gwilym, Owain
4
Chelley-Steeley, Patricia L.
4
Coakley, Jerry
4
Fraser, Patricia
4
Power, David M.
4
Steeley, James M.
4
Brooks, Chris
3
Caporale, Guglielmo Maria
3
Danbolt, Jo
3
Dolton, Peter J.
3
Driffield, Nigel L.
3
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3
Makepeace, Gerald H.
3
Mazouz, Khelifa
3
Mills, Terence C.
3
O'Leary, Nigel
3
Sensier, Marianne
3
Sloane, Peter J.
3
Wang, Peijie
3
Wohar, Mark E.
3
Bevan, Alan A.
2
Blackaby, David
2
Buscha, Franz
2
Chatterjee, R. A.
2
Choudhry, Taufiq
2
Clare, Andrew D.
2
Drake, Leigh M.
2
Elliott, Robert Frank
2
Elliott, Robert J. R.
2
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2
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2
Girma, Sourafel
2
Hardwick, Philip
2
Hasan, Mohammad S.
2
Hatemi-J, Abdulnasser
2
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The Manchester School
Applied financial economics
The journal of futures markets
3
Applied economics
2
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
2
Economics letters
2
The European journal of finance
2
BJIR : an international journal of employment relations
1
Bulletin of economic research
1
Economica
1
ILR review : the journal of work and policy
1
International economics & finance journal : (IEFJ)
1
International journal of forecasting
1
International review of applied economics
1
Jobs, training and worker well-being
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
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1
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1
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1
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1
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ECONIS (ZBW)
15
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1
Peer salaries and gender differences in job satisfaction in the workplace
Mumford, Karen
;
Smith, Peter N.
- In:
The Manchester School
83
(
2015
)
3
,
pp. 307-313
Persistent link: https://www.econbiz.de/10011404664
Saved in:
2
Profit persistence revisited : the case of the UK
McMillan, David G.
;
Wohar, Mark E.
- In:
The Manchester School
79
(
2011
)
3
,
pp. 510-527
Persistent link: https://www.econbiz.de/10009266797
Saved in:
3
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
4
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
5
The gender earnings gap in Britain : including the workplace
Mumford, Karen
;
Smith, Peter N.
- In:
The Manchester School
75
(
2007
)
6
,
pp. 653-672
Persistent link: https://www.econbiz.de/10003562266
Saved in:
6
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:
7
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
8
Employee training and wage compression in Britain
Almeida-Santos, Filipe
;
Mumford, Karen
- In:
The Manchester School
73
(
2005
)
3
,
pp. 321-342
Persistent link: https://www.econbiz.de/10002858550
Saved in:
9
Non-linear error correction : evidence for UK interest rates
McMillan, David G.
- In:
The Manchester School
72
(
2004
)
5
,
pp. 626-640
Persistent link: https://www.econbiz.de/10002156757
Saved in:
10
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:
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