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subject:"United Kingdom"
~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Wirkungsanalyse"
~type:"article"
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United Kingdom
Kapitaleinkommen
Prognoseverfahren
Wirkungsanalyse
Capital income
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Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
ARCH model
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ARCH-Modell
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Aktienmarkt
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Stock market
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Theorie
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Theory
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ASX50
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Australia
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Australien
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Buyer-versus seller-initiated trades
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Börsenkurs
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Devisenmarkt
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Exchange rate
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Forecasting model
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Foreign exchange market
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Fractionally integrated VAR
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GARCH model
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Higher moments
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Idiosyncratic risk
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Intraday data
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Japan
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Long memory
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Market microstructure
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Marktmikrostruktur
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Order imbalance
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Panel data
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Quantile regression
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Realized volatility
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Brooks, Robert
Wohar, Mark E.
5
Balcilar, Mehmet
3
Gupta, Rangan
3
Salisu, Afees A.
3
Wang, Yudong
3
Bissoondoyal-Bheenick, Emawtee
2
Caporin, Massimiliano
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Chen, Mei-Ping
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Do, Hung Xuan
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He, Zhifang
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Shi, Yanlin
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2
Wang, Jianqiu
2
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Wu, Ke
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Zhong, Angel
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Zhu, Min
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Ahmad, Wasim
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Aktürk, Halit
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Alexeev, Vitali
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Ali, Heba Ahmed Abass
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Alsubaiei, Bader Jawid
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1
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1
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International review of economics & finance : IREF
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 financial management, markets and institutions
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Journal of international financial markets, institutions & money
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Papers in efficiency, effectiveness and international competitiveness
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ECONIS (ZBW)
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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
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:
3
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
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