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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Brooks, Robert"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Time series analysis
Volatility
Estimation
35
Schätzung
35
Volatilität
14
Australia
12
Australien
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
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11
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1974-1992
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Übersichtsarbeit
Aufsatz in Zeitschrift
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16
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English
16
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Brooks, Robert
Gil-Alaña, Luis A.
87
Gupta, Rangan
80
Caporale, Guglielmo Maria
54
Bahmani-Oskooee, Mohsen
49
Tiwari, Aviral Kumar
36
Wohar, Mark E.
27
Chang, Tsangyao
26
Belke, Ansgar
25
Ma, Feng
25
Pierdzioch, Christian
25
Bouri, Elie
24
Todorov, Viktor
24
Balcilar, Mehmet
23
Bollerslev, Tim
23
McAleer, Michael
23
Xuan Vinh Vo
23
Moosa, Imad A.
21
Narayan, Paresh Kumar
21
Kumar, Dilip
20
McMillan, David G.
20
Herwartz, Helmut
17
Kang, Sang Hoon
17
Lee, Chien-chiang
17
Mensi, Walid
17
Sosvilla-Rivero, Simón
17
Apergēs, Nikolaos
16
Koopman, Siem Jan
16
Rashid, Abdul
16
Asai, Manabu
15
Miller, Stephen M.
15
Tauchen, George Eugene
15
Wang, Yudong
15
Chiang, Thomas C.
14
Hegerty, Scott W.
14
Li, Jia
14
Nonejad, Nima
14
Wei, Yu
14
Österholm, Pär
14
Andersen, Torben
13
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International review of economics & finance : IREF
3
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Australian journal of management
1
Global finance journal
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Studies in economics and finance
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ECONIS (ZBW)
16
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1
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
2
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
3
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
4
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
5
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
6
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
7
Classifying Chinese bull and bear markets : indices and individual stocks
Chi, Wei
;
Brooks, Robert
;
Bissoondoyal-Bheenick, Emawtee
; …
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10011722547
Saved in:
8
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
9
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
10
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
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