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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Cassou, Steven Peter"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"USA"
~subject:"United Kingdom"
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Volatilität
ARCH-Modell
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5
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Cassou, Steven Peter
McMillan, David G.
Caporale, Guglielmo Maria
26
Gil-Alaña, Luis A.
18
Bahmani-Oskooee, Mohsen
9
Gil-Alana, Luis A.
8
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Ma, Feng
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Xuan Vinh Vo
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4
Hassan, M. Kabir
4
Johnson, Paul A.
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Sensoy, Ahmet
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Silvapulle, Paramsothy
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Speight, Alan E. H.
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3
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Applied economics
Applied financial economics letters
Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International review of financial analysis
Review of financial economics : RFE
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3
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ECONIS (ZBW)
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Optimal monetary policy revisited : does considering US real-time data change things?
Cassou, Steven Peter
;
Scott, C. Patrick
;
Vázquez, Jesús
- In:
Applied economics
50
(
2018
)
57
,
pp. 6203-6219
Persistent link: https://www.econbiz.de/10012063405
Saved in:
2
Threshold cointegration between inflation and US capacity utilization
Ahmed, M. Iqbal
;
Cassou, Steven Peter
- In:
Applied economics
49
(
2017
)
3
,
pp. 289-302
Persistent link: https://www.econbiz.de/10011810600
Saved in:
3
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:
4
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:
5
Industry estimates of the elasticity of substitution and the rate of biased technological change between skilled and unskilled labour
Blankenau, William
;
Cassou, Steven Peter
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3129-3142
Persistent link: https://www.econbiz.de/10009357412
Saved in:
6
Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
Saved in:
7
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:
8
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:
9
The link between tax rates foreign direct investment
Cassou, Steven Peter
- In:
Applied economics
29
(
1997
)
10
,
pp. 1295-1301
Persistent link: https://www.econbiz.de/10001229790
Saved in:
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