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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~person:"Ammann, Manuel"
~person:"Ap Gwilym, Owain"
~person:"McMillan, David G."
~subject:"Estimation"
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Volatilität
Estimation
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7
Volatility
5
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4
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3
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3
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Ammann, Manuel
Ap Gwilym, Owain
McMillan, David G.
Bahmani-Oskooee, Mohsen
21
Moosa, Imad A.
16
Gil-Alaña, Luis A.
12
Gupta, Rangan
10
Zhu, Huiming
9
Umar, Zaghum
8
Chang, Tsangyao
7
Zaremba, Adam
7
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6
Faff, Robert W.
6
Hamori, Shigeyuki
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Masih, Rumi
6
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6
Narayan, Paresh Kumar
6
Payne, James E.
6
Selvanathan, Saroja
6
Sosvilla-Rivero, Simón
6
Turner, Paul
6
Yoon, Seong-min
6
Becchetti, Leonardo
5
Brooks, Robert
5
Caporale, Guglielmo Maria
5
French, Michael T.
5
Fry, Tim R. L.
5
Goel, Rajeev K.
5
Kandil, Magda
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Madura, Jeff
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Salim, Ruhul A.
5
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5
Wohar, Mark E.
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4
Belke, Ansgar
4
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4
Blazsek, Szabolcs
4
Butter, Frank A. G. den
4
Cassou, Steven Peter
4
Caudill, Steven B.
4
Chowdhury, Abdur R.
4
Darrat, Ali F.
4
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Applied economics
Applied financial economics
Working papers on finance
13
Swiss journal of economics and statistics
6
The European journal of finance
4
The journal of asset management
4
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
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The Manchester School
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1
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Handbuch Alternative Investments ; Bd. 1
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Oxford bulletin of economics and statistics
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
7
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1
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
2
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
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
Intraday characteristics of stock price crashes
Ammann, Manuel
;
Kessler, Stephan
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
Saved in:
5
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
6
The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 385-393
Persistent link: https://www.econbiz.de/10001594854
Saved in:
7
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:
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