//--> //--> //-->
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:"Volatilität"
~isPartOf:"Applied financial economics"
~person:"Brooks, Robert"
~person:"McMillan, David G."
~subject:"Schätzung"
~subject:"Stock market"
~subject:"United States"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Schätzung
Stock market
United States
Estimation
8
Volatility
4
Australia
2
Australien
2
Börsenkurs
2
Capital income
2
Exchange rate
2
Großbritannien
2
Handelsvolumen der Börse
2
Kapitaleinkommen
2
Share price
2
Trading volume
2
United Kingdom
2
Wechselkurs
2
1978-1987
1
1986-2008
1
1992-1995
1
1997-2001
1
1999-2000
1
Aktienmarkt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asia
1
Asien
1
Beta risk
1
Betafaktor
1
Branche
1
CAPM
1
Canada
1
Country risk
1
Derivat
1
Derivative
1
Economic sector
1
Financial crisis
1
Finanzkrise
1
Indonesia
1
Indonesien
1
Kanada
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Brooks, Robert
McMillan, David G.
Faff, Robert W.
5
Madura, Jeff
5
Becchetti, Leonardo
4
Hamori, Shigeyuki
4
Masih, Rumi
4
Akhigbe, Aigbe O.
3
Barkoulas, John T.
3
Chatrath, Arjun
3
Coakley, Jerry
3
Danbolt, Jo
3
Fountas, Stilianos
3
Garrett, Ian
3
Lucey, Brian M.
3
Masih, Abdul Mansur M.
3
Mills, Terence C.
3
Nowman, Kalid Ben
3
Phylaktis, Kate
3
Ramchander, Sanjay
3
Sundaram, Sridhar
3
Adrangi, Bahram
2
Alles, Lakshman
2
Ap Gwilym, Owain
2
Apergēs, Nikolaos
2
Baum, Christopher F.
2
Berger, Dave
2
Bevan, Alan A.
2
Bissoondoyal-Bheenick, Emawtee
2
Boyle, Glenn W.
2
Brambila Macias, José
2
Brockman, Paul
2
Brooks, Chris
2
Butter, Frank A. G. den
2
Caporale, Guglielmo Maria
2
Caudill, Steven B.
2
Chan, Howard Wei-hong
2
Clare, Andrew D.
2
Craigwell, Roland C.
2
Darrat, Ali F.
2
more ...
less ...
Published in...
All
Applied financial economics
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Applied financial economics letters
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Studies in economics and finance
3
The Manchester School
3
The journal of asset management
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics
2
Applied economics letters
2
Australian economic papers
2
Finance research letters
2
International review of applied economics
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The European journal of finance
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
Australian journal of management
1
Cogent economics & finance
1
Discussion paper series
1
Economics discussion paper series / School of Business and Economics, Loughborough University
1
Economics letters
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial markets, institutions & instruments
1
Global finance journal
1
International journal of business
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 forecasting
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Journal of world economic review
1
Managerial finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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
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:
5
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
6
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:
7
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->