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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Department of Economics working papers"
~person:"McMillan, David G."
~subject:"Großbritannien"
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Großbritannien
Estimation
6
Schätzung
6
Börsenkurs
4
Share price
4
Cointegration
3
Kointegration
3
USA
3
United States
3
Volatility
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Gil-Alaña, Luis A.
McMillan, David G.
Danbolt, Jo
3
Bevan, Alan A.
2
Brooks, Chris
2
Garrett, Ian
2
Keasey, Kevin
2
Mills, Terence C.
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Nowman, Kalid Ben
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Applied financial economics
Department of Economics working papers
Economics and finance working paper series
8
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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2
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
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