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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
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Volatilität
Elastic net VAR
Schätztheorie
Capital income
3
Estimation
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3
Schätzung
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Volatility
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Brooks, Robert
Pesaran, M. Hashem
Xuan Vinh Vo
4
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International review of economics & finance : IREF
CESifo working papers
12
Cambridge working papers in economics
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5
CESifo Working Paper
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USC-INET Research Paper
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Journal of applied econometrics
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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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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