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~subject:"Volatility"
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Volatility
United Kingdom
46
Großbritannien
44
Capital income
37
Kapitaleinkommen
37
Portfolio selection
35
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35
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34
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24
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21
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20
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20
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Volatilität
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Bid-ask spread
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18
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12
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12
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12
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12
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12
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12
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12
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11
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11
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11
Schätzung
11
Derivat
10
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Ap Gwilym, Owain
16
Thomas, Stephen
6
Alsakka, Rasha
4
Smith, Peter N.
4
Clare, Andrew D.
3
McMillan, David G.
3
Seaton, James
3
Speight, Alan E. H.
3
Tran, Vu
3
McGroarty, Frank
2
Verousis, Thanos
2
Buckle, Michael J.
1
Buckle, Mike
1
Gwilym, Owain Ap
1
Klusak, Patrycja
1
Lei Meng
1
Morgan, G. S.
1
Varas, Jose
1
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Discussion papers in economics
3
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3
Applied financial economics
2
The journal of futures markets
2
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1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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Journal of financial management and analysis : international review of finance
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ECONIS (ZBW)
20
RePEc
1
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1
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1
Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
-
2004
Persistent link: https://www.econbiz.de/10002447981
Saved in:
2
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
Global finance journal
17
(
2006
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10003381769
Saved in:
3
Forecasting volatility for options pricing for the UK stock market
Ap Gwilym, Owain
- In:
Journal of financial management and analysis : …
14
(
2001
)
2
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001660995
Saved in:
4
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
5
Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
The European journal of finance
5
(
1999
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10001439610
Saved in:
6
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:
7
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
8
Foreign exchange market reactions to sovereign credit news
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
Journal of international money and finance
31
(
2012
)
4
,
pp. 845-864
Persistent link: https://www.econbiz.de/10009633457
Saved in:
9
Price clustering in individual equity options : moneyness, maturity, and price level
Ap Gwilym, Owain
;
Verousis, Thanos
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10009702334
Saved in:
10
Return reversals and the compass rose : insights from high frequency options data
Versousis, Thanos
;
Ap Gwilym, Owain
- In:
The European journal of finance
17
(
2011
)
9/10
,
pp. 883-896
Persistent link: https://www.econbiz.de/10009529135
Saved in:
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