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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~person:"Akhigbe, Aigbe O."
~person:"Brooks, Robert"
~subject:"Estimation"
~subject:"Stock market"
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Volatilität
Estimation
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9
USA
3
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2
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2
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2
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Akhigbe, Aigbe O.
Brooks, Robert
Faff, Robert W.
5
Madura, Jeff
5
Becchetti, Leonardo
4
Brockman, Paul
4
Garrett, Ian
4
Hamori, Shigeyuki
4
Karanasos, Menelaos
4
Masih, Rumi
4
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3
Barkoulas, John T.
3
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3
Cenesizoglu, Tolga
3
Chatrath, Arjun
3
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3
Coakley, Jerry
3
Danbolt, Jo
3
Dijk, Dick van
3
Fountas, Stilianos
3
Fraser, Patricia
3
Hasan, Iftekhar
3
Lucey, Brian M.
3
Masih, Abdul Mansur M.
3
McMillan, David G.
3
Mills, Terence C.
3
Nelson, Charles R.
3
Nowman, Kalid Ben
3
Phylaktis, Kate
3
Qiao, Zhuo
3
Ramchander, Sanjay
3
Satchell, Stephen
3
Sundaram, Sridhar
3
Taylor, Nicholas
3
Tzavalis, Elias
3
Wang, Yudong
3
Adrangi, Bahram
2
Alles, Lakshman
2
Ap Gwilym, Owain
2
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2
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Applied financial economics
Journal of empirical finance
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
2
Pacific-Basin finance journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
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1
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1
Australian journal of management
1
Economics discussion paper series / School of Business and Economics, Loughborough University
1
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1
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1
Papers in efficiency, effectiveness and international competitiveness
1
Review of quantitative finance and accounting
1
Studies in economics and finance
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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1
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9
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9
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1
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:
2
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
3
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
4
Why are some corporate earnings restatements more damaging?
Akhigbe, Aigbe O.
;
Kudla, Ronald J.
;
Madura, Jeff
- In:
Applied financial economics
15
(
2005
)
5
,
pp. 327-336
Persistent link: https://www.econbiz.de/10002674406
Saved in:
5
Partial acquisitions, corporate control, and performance
Akhigbe, Aigbe O.
;
Madura, Jeff
;
Spencer, Carloyn
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 847-857
Persistent link: https://www.econbiz.de/10002150736
Saved in:
6
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
7
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
8
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:
9
Long-term valuation effects of shareholder activism
Akhigbe, Aigbe O.
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 567-573
Persistent link: https://www.econbiz.de/10001229830
Saved in:
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