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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"ita"
~person:"Faff, Robert W."
~person:"Ghysels, Eric"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Australia"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Australia
Finanzkrise
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Estimation
4
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4
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2
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2
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2
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Faff, Robert W.
Ghysels, Eric
Swanson, Norman R.
Narayan, Paresh Kumar
6
Sharma, Susan Sunila
3
Brooks, Robert
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Ge̜bka, Bartosz
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Kenourgios, Dimitris
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Sirimon Treepongkaruna
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Zaremba, Adam
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1
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Journal of financial econometrics
Journal of international financial markets, institutions & money
Applied financial economics
5
Australian journal of management
3
Journal of econometrics
3
Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
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International journal of forecasting
2
Applied economics
1
Applied financial economics letters
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Econometric reviews
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Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of economic forecasting ; Volume 2A
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
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Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific accounting review
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Pacific-Basin finance journal
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Papers in efficiency, effectiveness and international competitiveness
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Quantitative finance and economics
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
2
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
3
A test of the intertemporal CAPM in the Australian equity market
Faff, Robert W.
;
Chan, Howard Wei-hong
- In:
Journal of international financial markets, …
8
(
1998
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10001402078
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