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subject:"Estimation"
subject:"Japan"
~isPartOf:"Applied financial economics"
~person:"Mazouz, Khelifa"
~person:"McMillan, David G."
~subject:"Share price"
~type_genre:"Article in journal"
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Estimation
Japan
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Großbritannien
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Volatility
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6
Capital income
5
Kapitaleinkommen
5
ARCH model
3
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Index futures
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Mazouz, Khelifa
McMillan, David G.
Danbolt, Jo
3
Ap Gwilym, Owain
2
Bevan, Alan A.
2
Brooks, Chris
2
Coakley, Jerry
2
Fraser, Patricia
2
Garrett, Ian
2
Hatemi-J, Abdulnasser
2
Keasey, Kevin
2
Mills, Terence C.
2
Morley, Bruce
2
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2
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2
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2
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2
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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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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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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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Applied financial economics
International review of financial analysis
2
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1
International economics & finance journal : (IEFJ)
1
International journal of forecasting
1
International review of applied economics
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
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Journal of economics & business
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Journal of world economic review
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The European journal of finance
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ECONIS (ZBW)
5
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1
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
2
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:
3
The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa
;
Li, Xiafei
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
Saved in:
4
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:
5
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
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