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subject:"United States"
subject:"Wechselkurs"
~isPartOf:"Applied financial economics"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
~person:"Speight, Alan E. H."
~subject:"1992-1995"
~subject:"Comparison"
~subject:"Frankreich"
~subject:"Kointegration"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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United States
Wechselkurs
1992-1995
Comparison
Frankreich
Kointegration
Theory
Wirtschaftswachstum
Großbritannien
9
United Kingdom
9
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Capital income
3
Estimation
3
Index futures
3
Index-Futures
3
Kapitaleinkommen
3
Schätzung
3
Derivat
2
Derivative
2
Forecasting model
2
Handelsvolumen der Börse
2
Prognoseverfahren
2
Theorie
2
Trading volume
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1985-1995
1
Aktienindex
1
Aktienmarkt
1
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1
Autokorrelation
1
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1
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1
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1
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Markov-Kette
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Portfolio selection
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Portfolio-Management
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1
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Aufsatz in Zeitschrift
Non-commercial literature
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English
5
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Caporale, Guglielmo Maria
Mills, Terence C.
Speight, Alan E. H.
McMillan, David G.
4
Ap Gwilym, Owain
2
Blake, David
2
Brooks, Chris
2
Hatemi-J, Abdulnasser
2
Power, David M.
2
Roca, Eduardo
2
Sharma, Subhash Chandra
2
Wang, Peijie
2
Yang, Jian
2
Ahlgren, Niklas
1
Ahn, Eun S.
1
Antell, Jan
1
Arouri, Mohamed Hedi
1
Bonilla Musoles, María
1
Brocato, Joe
1
Brookfield, David
1
Burdekin, Richard C. K.
1
Butler, Kirt Charles
1
Casu, Barbara
1
Chatrath, Arjun
1
Cheng, Arnold C. S.
1
Cheung, Daniel Wai-Wah
1
Chiang, Thomas C.
1
Clare, Andrew D.
1
Copeland, Laurence S.
1
Daniels, Hennie
1
Eftekhari, Babak
1
Engsted, Tom
1
Esteve García, Vicente
1
Fong, Wai-mun
1
Fraser, Patricia
1
García Menéndez, Leandro
1
Garrett, Ian
1
Georgoutsos, Demetris A.
1
Gerrits, Robert-Jan
1
Girardone, Claudia
1
Goddard, John A.
1
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Applied financial economics
CESifo working papers
10
Economics and finance working paper series
10
Applied economics
8
Bulletin of economic research
5
Economic research paper / Loughborough University, Department of Economics
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
The European journal of finance
4
Discussion paper / Centre for Economic Forecasting
3
Economic modelling
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Warwick economic research papers
3
Explorations in economic history : EEH
2
International journal of finance & economics : IJFE
2
The Manchester School
2
The Manchester School of Economic and Social Studies
2
Working papers / Centre for Competitive Advantage in the Global Economy
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Current politics and economics of Europe
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers of interdisciplinary research project 373
1
Dynamis
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economica
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
European review of economic history
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of economic integration
1
Journal of economic surveys
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of the Royal Statistical Society
1
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ECONIS (ZBW)
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1
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:
2
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
3
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
4
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:
5
Stylized facts on the temporal and distributional properties of daily FT-SE returns
Mills, Terence C.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 599-604
Persistent link: https://www.econbiz.de/10001240571
Saved in:
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