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subject:"Volatility"
~isPartOf:"Applied financial economics"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Volatilität
Estimation
4
Schätzung
4
Capital income
2
Kapitaleinkommen
2
United Kingdom
2
1986-2008
1
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1
ARCH model
1
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Gupta, Rangan
McMillan, David G.
Danbolt, Jo
3
Garrett, Ian
3
Bevan, Alan A.
2
Brooks, Chris
2
Chatrath, Arjun
2
Clare, Andrew D.
2
Fraser, Patricia
2
Jiang, Christine X.
2
Keasey, Kevin
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
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
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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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1
Ammann, Manuel
1
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1
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1
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1
Ap Gwilym, Owain
1
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1
Aradhyula, Satheesh V.
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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Applied financial economics
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Economic modelling
5
The European journal of finance
5
Applied economics letters
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Economics letters
3
Journal of macroeconomics
3
Journal of multinational financial management
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The Manchester School
3
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2
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International review of applied economics
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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1
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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
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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