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Testing conditional asset pricing models : an emerging market perspective
Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Journal of international money and finance 29 (2010) 5, pp. 897-918
Persistent link: https://www.econbiz.de/10003989924
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A multi-country study of power ARCH models and national stock market returns
Brooks, Robert (contributor) - In: Journal of international money and finance 19 (2000) 3, pp. 377-397
Persistent link: https://www.econbiz.de/10001485273
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A multi-country study of power ARCH models and national stock market returns
Brooks, Robert D.; Faff, Robert W.; Mckenzie, Michael D.; … - In: Journal of international money and finance 19 (2000) 3, pp. 377-398
Persistent link: https://www.econbiz.de/10006907842