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~isPartOf:"Journal of international financial markets, institutions & money"
~language:"bul"
~language:"eng"
~person:"Booth, G. Geoffrey"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Börsenkurs
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Volatilität
6
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5
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5
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4
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4
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3
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Booth, G. Geoffrey
McMillan, David G.
Narayan, Paresh Kumar
11
Hammoudeh, Shawkat
9
Gregoriou, Andros
5
Sharma, Susan Sunila
5
Truong, Cameron
5
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4
Dinh Hoang Bach Phan
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3
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3
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3
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3
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3
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3
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Kalev, Petko S.
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Lau, Chi Keung
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Miralles-Quirós, José Luis
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2
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2
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2
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Journal of international financial markets, institutions & money
Applied financial economics
13
The European journal of finance
10
European accounting review
4
International review of financial analysis
4
Journal of forecasting
4
Research in international business and finance
4
The journal of futures markets
4
International journal of finance & economics : IJFE
3
International review of applied economics
3
Journal of international money and finance
3
Journal of multinational financial management
3
The journal of asset management
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Financial markets, institutions & instruments
2
International journal of banking, accounting and finance
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of economics & business
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1
Asian African journal of economics and econometrics
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1
China finance review international
1
Cogent economics & finance
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Credit and capital markets : Kredit und Kapital
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Credit risk: measurement, management, pricing, and regulation
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Discussion paper series
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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ECONIS (ZBW)
7
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1
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
2
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
3
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
4
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
5
Liquidity and the turn-of-the-month effect : evidence from Finland
Booth, G. Geoffrey
;
Kallunki, Juha-Pekka
;
Martikainen, Teppo
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001575247
Saved in:
6
Bundesbank intervention effects through interest rate policy
Booth, G. Geoffrey
(
contributor
)
- In:
Journal of international financial markets, …
10
(
2000
)
3/4
,
pp. 263-274
Persistent link: https://www.econbiz.de/10001532748
Saved in:
7
The international lead-lag effect between market returns : comparison of stock index futures and cash markets
Booth, G. Geoffrey
- In:
Journal of international financial markets, …
3
(
1993
)
2
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001174456
Saved in:
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