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subject:"Estimation"
subject:"Japan"
~isPartOf:"Applied financial economics"
~person:"McMillan, David G."
~subject:"Share price"
~type_genre:"Article in journal"
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Estimation
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Großbritannien
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McMillan, David G.
Danbolt, Jo
3
Ap Gwilym, Owain
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Hatemi-J, Abdulnasser
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Applied financial economics
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ECONIS (ZBW)
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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
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
3
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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