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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Essays on institutional asset management and financial markets"
~person:"Ammann, Manuel"
~person:"Ap Gwilym, Owain"
~person:"McMillan, David G."
~subject:"Estimation"
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Volatilität
Estimation
Schätzung
6
Capital income
4
Kapitaleinkommen
4
Volatility
4
Börsenkurs
2
Großbritannien
2
Handelsvolumen der Börse
2
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2
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United Kingdom
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1986-2008
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1992-1995
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Ammann, Manuel
Ap Gwilym, Owain
McMillan, David G.
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
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3
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3
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3
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3
Nowman, Kalid Ben
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Ramchander, Sanjay
3
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3
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2
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2
Apergēs, Nikolaos
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2
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2
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Bissoondoyal-Bheenick, Emawtee
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2
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2
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Applied financial economics
Essays on institutional asset management and financial markets
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
3
The Manchester School
3
Applied economics
2
International review of applied economics
2
International review of financial analysis
2
Research in international business and finance
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2
The journal of futures markets
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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1
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1
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1
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1
Handbuch Alternative Investments ; Bd. 1
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
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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)
6
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1
Is governance related to investment performance and asset allocation? : empirical evidence from Swiss pension funds
Ammann, Manuel
;
Ehmann, Christian
- In:
Essays on institutional asset management and financial …
,
(pp. 23-48)
.
2016
Persistent link: https://www.econbiz.de/10011574850
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
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:
4
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:
5
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:
6
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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