//--> //--> //--> //-->
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:"Estimation theory"
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
Variance ratio testing of the...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Australia
68
Australien
65
Theorie
47
Theory
47
Capital income
40
Estimation
40
Kapitaleinkommen
40
Schätzung
40
Volatility
37
Volatilität
36
Aktienmarkt
35
Börsenkurs
35
Share price
35
Stock market
35
USA
30
United States
30
Portfolio selection
21
Portfolio-Management
21
ARCH model
20
ARCH-Modell
20
Derivat
20
Derivative
20
Welt
19
World
19
Beta risk
18
Betafaktor
18
Börsengang
18
Initial public offering
18
China
15
Emerging economies
14
Schwellenländer
14
Risikomanagement
13
CAPM
12
Yield curve
12
Zinsstruktur
12
Country risk
11
Länderrisiko
11
Oil price
11
Option pricing theory
11
more ...
less ...
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
11
Author
All
Brooks, Robert
11
Faff, Robert W.
4
Lee, John H. H.
2
Bissoondoyal-Bheenick, Emawtee
1
Clark, John M.
1
Davidson, Sinclair
1
Fry, Tim R. L.
1
Harris, Mark N.
1
King, Maxwell L.
1
Maharaj, Elizabeth Ann
1
Pellegrini, Breanna
1
Yip, Angela Y. N.
1
more ...
less ...
Published in...
All
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics letters
1
Econometric reviews
1
Global finance journal
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
Saved in:
2
Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit apporaches
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Yip, …
- In:
Global finance journal
17
(
2006
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10003381809
Saved in:
3
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Brooks, Robert
;
Maharaj, Elizabeth Ann
;
Pellegrini, Breanna
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 41-44
Persistent link: https://www.econbiz.de/10003725314
Saved in:
4
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert
;
Fry, Tim R. L.
;
Harris, Mark N.
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001444749
Saved in:
5
The robustness of point optimal testing for Rosenberg random regression coefficients
Brooks, Robert
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10001177161
Saved in:
6
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
Saved in:
7
Beta stability and portfolio formation
Brooks, Robert
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
Saved in:
8
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
9
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
10
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->