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~isPartOf:"Applied financial economics"
~language:"eng"
~language:"ita"
~person:"Faff, Robert W."
~person:"Ghysels, Eric"
~person:"McAleer, Michael"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Australia"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Finanzkrise
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4
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Faff, Robert W.
Ghysels, Eric
McAleer, Michael
Swanson, Norman R.
Brooks, Robert
4
Alles, Lakshman
2
Chan, Howard Wei-hong
2
Craigwell, Roland C.
2
Hamori, Shigeyuki
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Lee, Kiseok
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Applied financial economics
Journal of econometrics
7
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4
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4
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3
Australian journal of management
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
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International review of economics & finance : IREF
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2
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2
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2
Annales d'économie et de statistique
1
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1
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Handbook of applied econometrics and statistical inference
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1
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1
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Pacific-Basin finance journal
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
2
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Saved in:
3
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:
4
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:
5
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
6
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W.
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
Saved in:
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