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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
~person:"Wohar, Mark E."
~subject:"Time series analysis"
~subject:"United Kingdom"
~subject:"United States"
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Estimation
Zeitreihenanalyse
Time series analysis
United Kingdom
United States
Schätzung
2
1986-2008
1
1987-1989
1
Branche
1
Börsenkurs
1
Capital income
1
Economic sector
1
Großbritannien
1
Index futures
1
Index-Futures
1
Kapitaleinkommen
1
Share price
1
Structural break
1
Strukturbruch
1
Theorie
1
Theory
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USA
1
Volatility
1
Volatilität
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English
2
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Wohar, Mark E.
Brooks, Robert
5
Faff, Robert W.
5
Madura, Jeff
5
Becchetti, Leonardo
4
Hamori, Shigeyuki
4
Masih, Rumi
4
Akhigbe, Aigbe O.
3
Barkoulas, John T.
3
Chatrath, Arjun
3
Coakley, Jerry
3
Danbolt, Jo
3
Fountas, Stilianos
3
Garrett, Ian
3
Lucey, Brian M.
3
Masih, Abdul Mansur M.
3
McMillan, David G.
3
Mills, Terence C.
3
Nowman, Kalid Ben
3
Phylaktis, Kate
3
Ramchander, Sanjay
3
Sundaram, Sridhar
3
Adrangi, Bahram
2
Alles, Lakshman
2
Ap Gwilym, Owain
2
Apergēs, Nikolaos
2
Baum, Christopher F.
2
Berger, Dave
2
Bevan, Alan A.
2
Bissoondoyal-Bheenick, Emawtee
2
Boyle, Glenn W.
2
Brambila Macias, José
2
Brockman, Paul
2
Brooks, Chris
2
Butter, Frank A. G. den
2
Caporale, Guglielmo Maria
2
Caudill, Steven B.
2
Chan, Howard Wei-hong
2
Clare, Andrew D.
2
Craigwell, Roland C.
2
Darrat, Ali F.
2
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Applied financial economics
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
4
Journal of economic research
4
Applied economics
3
Applied economics letters
3
Finance research letters
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Department of Economics working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Journal of international economics
2
Macroeconomic dynamics
2
Open economies review
2
Research Department working paper / Federal Reserve Bank of Dallas
2
Research in international business and finance
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers / University of Connecticut, Department of Economics
2
Cardiff economics working papers
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part B
1
Economic inquiry : journal of the Western Economic Association International
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Federal Reserve Bank of Cleveland working paper series
1
Global finance journal
1
International journal of economic policy studies
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economics and finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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1
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:
2
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S.
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
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