//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theorie"
type:"article"
~person:"Brooks, Robert"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Time series analysis
Estimation
35
Schätzung
35
Volatility
14
Volatilität
14
Australia
12
Australien
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Aktienmarkt
10
Stock market
10
Theory
10
ARCH model
9
ARCH-Modell
9
Spillover effect
6
Spillover-Effekt
6
USA
5
United States
5
CAPM
4
Exchange rate
4
Risiko
4
Risk
4
Wechselkurs
4
Zeitreihenanalyse
4
Beta risk
3
Betafaktor
3
Devisenmarkt
3
Estimation theory
3
Financial crisis
3
Finanzkrise
3
Foreign exchange market
3
Higher moments
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
1974-1992
2
China
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Bibliography included
Article in journal
12
Language
All
English
12
Author
All
Brooks, Robert
Gil-Alaña, Luis A.
92
Caporale, Guglielmo Maria
52
Gupta, Rangan
51
Chang, Tsangyao
33
Tiwari, Aviral Kumar
30
Moosa, Imad A.
29
Bahmani-Oskooee, Mohsen
27
Serletis, Apostolos
27
Kumbhakar, Subal
25
Wohar, Mark E.
21
Bollerslev, Tim
18
Narayan, Paresh Kumar
17
Koopman, Siem Jan
16
McAleer, Michael
16
Todorov, Viktor
16
Koop, Gary
15
MacDonald, Ronald
15
Peel, David
15
Ramírez, Miguel D.
15
McMillan, David G.
14
Phillips, Peter C. B.
14
Tauchen, George Eugene
14
Tsionas, Efthymios G.
14
Apergēs, Nikolaos
13
Caporin, Massimiliano
13
Engsted, Tom
13
Franses, Philip Hans
13
Ghysels, Eric
13
Herwartz, Helmut
13
Jawadi, Fredj
13
Lee, Chien-chiang
13
Pierdzioch, Christian
13
Chan, Joshua
12
Creedy, John
12
Fabozzi, Frank J.
12
Li, Jia
12
Nonejad, Nima
12
Papell, David H.
12
Pesaran, M. Hashem
12
more ...
less ...
Published in...
All
International review of economics & finance : IREF
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Australian economic papers
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Pacific-Basin finance journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
2
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:
3
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:
4
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:
5
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
6
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Lim, Kian-Ping
;
Brooks, Robert
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 649-652
Persistent link: https://www.econbiz.de/10003842992
Saved in:
7
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Brooks, Robert
;
Maharaj, Elizabeth Ann
;
Pellegrini, Breanna
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 41-44
Persistent link: https://www.econbiz.de/10003725314
Saved in:
8
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.
;
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
Saved in:
9
A further examination of the effect of diversification on the stability of portfolio betas
Brooks, Robert
(
contributor
)
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001219247
Saved in:
10
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->