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type_genre:"Kongress"
type_genre:"Non-commercial literature"
~isPartOf:"Applied financial economics"
~isPartOf:"Quarterly bulletin / Bank of England"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Volatility
Großbritannien
466
United Kingdom
466
Estimation
60
Schätzung
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48
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48
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English
21
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McMillan, David G.
6
Speight, Alan E. H.
5
Ap Gwilym, Owain
2
Chelley-Steeley, Patricia L.
2
Wetherilt, Anne Vila
2
Butler, Kirt Charles
1
Chiang, Thomas C.
1
Fraser, Patricia
1
Hacker, Scott
1
Hamori, Shigeyuki
1
Jiang, Christine X.
1
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1
Kanas, Angelos
1
Karlsson, Hyunjoo Kim
1
Khemiri, Rim
1
Kofman, Paul
1
Lai, Baoying
1
Moser, James T.
1
Okada, Katsushi
1
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1
Robinson, Terry A.
1
Steeley, James M.
1
Toyoshima, Yuki
1
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1
Yang, Jian
1
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Applied financial economics
Quarterly bulletin / Bank of England
International review of financial analysis
15
The journal of futures markets
15
Journal of international financial markets, institutions & money
14
The European journal of finance
14
Working papers / Bank of England
14
Applied economics
11
International review of economics & finance : IREF
10
CESifo working papers
8
Discussion paper / Tinbergen Institute
8
CFS working paper series
7
International journal of finance & economics : IJFE
7
Journal of international money and finance
7
The journal of real estate finance and economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Economics and finance working paper series
6
Finance research letters
6
Journal of banking & finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion paper series / IZA
5
Discussion papers in economics
5
Economic modelling
5
Economics letters
5
Journal of empirical finance
5
Journal of multinational financial management
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Applied economics letters
4
Econometric Institute research papers
4
Global finance journal
4
International Journal of Financial Studies : open access journal
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
21
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1
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
2
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
3
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:
4
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
5
Pricing-to-market and the volatility of UK export prices
Lai, Baoying
;
Joseph, Nathan Lael
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1441-1460
Persistent link: https://www.econbiz.de/10009010921
Saved in:
6
Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles
;
Okada, Katsushi
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 725-737
Persistent link: https://www.econbiz.de/10003491225
Saved in:
7
Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian
- In:
Applied financial economics
16
(
2006
)
9
,
pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
Saved in:
8
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
9
The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Applied financial economics
15
(
2005
)
6
,
pp. 409-423
Persistent link: https://www.econbiz.de/10002708209
Saved in:
10
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
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