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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~person:"Ammann, Manuel"
~person:"Ap Gwilym, Owain"
~person:"McMillan, David G."
~subject:"1986-2008"
~subject:"Wechselkurs"
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Volatilität
1986-2008
Wechselkurs
Estimation
5
Schätzung
5
Volatility
4
Capital income
3
Kapitaleinkommen
3
Börsenkurs
2
Großbritannien
2
Handelsvolumen der Börse
2
Share price
2
Trading volume
2
United Kingdom
2
1992-1995
1
2002
1
Aktienindex
1
Branche
1
Derivat
1
Derivative
1
Economic sector
1
Exchange rate
1
Index futures
1
Index-Futures
1
Lag model
1
Lag-Modell
1
Securities trading
1
Stock index
1
Structural break
1
Strukturbruch
1
USA
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United States
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Wertpapierhandel
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Ammann, Manuel
Ap Gwilym, Owain
McMillan, David G.
Phylaktis, Kate
3
Fraser, Patricia
2
Jiang, Christine X.
2
Kouretas, Georgios P.
2
Niizeki, Mikiyo Kii
2
Sengupta, Jati K.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Alberg, Dima
1
Alles, Lakshman
1
Andersson, Magnus
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Aradhyula, Satheesh V.
1
Argaç, Reha
1
Aristidou, Antonis
1
Bai, Ye
1
Barkoulas, John T.
1
Bauer, Rob
1
Becchetti, Leonardo
1
Beckmann, Joscha
1
Bedrossian, Robert
1
Bissoondoyal-Bheenick, Emawtee
1
Black, Angela J.
1
Blair, Bevan
1
Bologna, Pierluigi
1
Brockman, Paul
1
Brooks, Robert
1
Caggese, Andrea
1
Carroll, Rachael
1
Cavallo, Laura
1
Chan, Howard Wei-hong
1
Chatrath, Arjun
1
Chen, Yen-hsiao
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Applied financial economics
The European journal of finance
3
Working papers on finance
3
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Discussion paper series
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of applied economics
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
Resources policy
1
The journal of asset management
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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:
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