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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of asset management"
~person:"Ammann, Manuel"
~person:"Ap Gwilym, Owain"
~person:"McMillan, David G."
~subject:"Estimation"
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Volatilität
Estimation
Schätzung
9
Capital income
6
Kapitaleinkommen
6
Volatility
5
Börsenkurs
4
Share price
4
Aktienmarkt
2
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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
Walkshäusl, Christian
4
Akhigbe, Aigbe O.
3
Barkoulas, John T.
3
Chatrath, Arjun
3
Coakley, Jerry
3
Danbolt, Jo
3
Fountas, Stilianos
3
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3
Lucey, Brian M.
3
Masih, Abdul Mansur M.
3
Mills, Terence C.
3
Nowman, Kalid Ben
3
Phylaktis, Kate
3
Ramchander, Sanjay
3
Sundaram, Sridhar
3
Adrangi, Bahram
2
Alles, Lakshman
2
Apergēs, Nikolaos
2
Baum, Christopher F.
2
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2
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2
Bissoondoyal-Bheenick, Emawtee
2
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2
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2
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2
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2
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2
Butter, Frank A. G. den
2
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2
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2
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Applied financial economics
The journal of asset management
Working papers on finance
13
Swiss journal of economics and statistics
6
The European journal of finance
4
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
The Manchester School
3
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2
International review of applied economics
2
International review of financial analysis
2
Research in international business and finance
2
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2
The journal of futures markets
2
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1
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1
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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
Essays on factor investing and social trading
1
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1
Federal Reserve Bank of St. Louis Working Paper
1
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1
Handbuch Alternative Investments ; Bd. 1
1
International journal of theoretical and applied finance
1
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1
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1
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1
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1
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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)
9
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1
Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
The journal of asset management
19
(
2018
)
6
,
pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
Saved in:
2
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
3
The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
McMillan, David G.
;
Black, Angela J.
;
Klinkowska, Olga
; …
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10011413295
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
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:
6
Do implied volatilities predict stock returns?
Ammann, Manuel
;
Verhofen, Michael
;
Süss, Stephan
- In:
The journal of asset management
10
(
2009/10
)
4
,
pp. 222-234
Persistent link: https://www.econbiz.de/10003894702
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 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:
9
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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