//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
Optimal Hedging with Higher Mo...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
123
Theory
123
Capital income
49
Kapitaleinkommen
49
Portfolio selection
44
Portfolio-Management
44
Börsenkurs
38
Commodity derivative
38
Rohstoffderivat
38
Share price
38
Volatility
35
Volatilität
33
Großbritannien
31
United Kingdom
31
Hedging
28
Estimation
27
Schätzung
27
USA
27
United States
27
CAPM
26
Anlageverhalten
24
Behavioural finance
24
Time series analysis
24
Zeitreihenanalyse
24
Bubbles
21
Forecasting model
21
Prognoseverfahren
21
Risikoprämie
21
Risk premium
21
Spekulationsblase
21
Commodity exchange
20
Financial market
20
Finanzmarkt
20
Warenbörse
20
Welt
19
World
19
Immobilienmarkt
16
Real estate market
16
ARCH model
15
ARCH-Modell
15
more ...
less ...
Online availability
All
Free
223
Undetermined
127
Type of publication
All
Article
340
Book / Working Paper
293
Type of publication (narrower categories)
All
Article in journal
151
Aufsatz in Zeitschrift
151
Arbeitspapier
33
Working Paper
33
Graue Literatur
32
Non-commercial literature
32
Lehrbuch
7
Textbook
7
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Rezension
2
review-article
2
Article
1
Bibliografie enthalten
1
Bibliography included
1
Einführung
1
Handbook
1
Handbuch
1
Konferenzschrift
1
conceptual-paper
1
research-article
1
more ...
less ...
Language
All
English
364
Undetermined
268
German
1
Author
All
Brooks, Chris
446
Miffre, Joëlle
108
Černý, Aleš
75
Bell, Adrian R.
43
Persand, Gita
40
Fernandez-Perez, Adrian
30
Pavelin, Stephen
28
Tsolacos, Sotiris
28
Nneji, Ogonna
26
Li, Xiafei
25
Brooks, C.
23
Burke, Simon P.
21
Katsaris, Apostolos
21
Fuertes, Ana María
20
Prokopczuk, Marcel
19
Hillenbrand, Carola
17
Oikonomou, Ioannis
17
Anderson, Keith
15
Kappou, Konstantina
15
Ward, Charles
13
Fuertes, Ana-Maria
12
Money, Kevin
12
Moore, Tony K.
12
Brammer, Stephen
11
Dufour, Alfonso
11
Henry, Ólan Thomas John
11
Perlin, Marcelo
11
Ward, Charles W. R.
11
Kallsen, Jan
10
Miles, David
10
Rallis, Georgios
10
Clare, Andrew D.
8
Hinich, Melvin J.
8
Sannassee, Raja Vinesh
8
Schopohl, Lisa
8
Basu, Devraj
7
Lazar, Emese
7
McCloy, Rachel
7
Persand, G.
7
Rew, Alistair G.
7
more ...
less ...
Institution
All
Henley Business School, University of Reading
43
Centre for Quantitative Economics & Computing
5
Department of Economics, Faculty of Business and Economics
5
European Real Estate Society - ERES
3
University of Reading / Department of Economics
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Economics Department, Williams College
1
Edward Elgar
1
Workshop on Recent Developments in Econometrics and Financial Data Science <2017, Reading>
1
more ...
less ...
Published in...
All
ICMA Centre Discussion Papers in Finance
44
Journal of banking & finance
19
Discussion paper / ICMA Centre, Henley Business School, University of Reading
18
Applied financial economics
14
International review of financial analysis
12
Journal of forecasting
10
The journal of futures markets
9
Economic modelling
8
Journal of empirical finance
8
Discussion papers in quantitative economics and computing / E
7
International journal of forecasting
7
Journal of Futures Markets
7
Journal of Banking & Finance
6
The British accounting review : the journal of the British Accounting Association
6
The Manchester School
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied Financial Economics
5
Applied economics
5
Department of Economics - Working Papers Series
5
Economics letters
5
European journal of operational research : EJOR
5
Research paper / University of Melbourne, Department of Economics
5
The European journal of finance
5
The economic journal : the journal of the Royal Economic Society
5
Applied Economics Letters
4
Computational Economics
4
Economic Modelling
4
International Review of Financial Analysis
4
Journal of Business Finance & Accounting
4
Journal of business finance & accounting : JBFA
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research in international business and finance
4
The economic history review : a journal of economic and social history
4
The journal of alternative investments
4
The journal of asset management
4
The journal of business : B
4
Computational economics
3
Discussion paper in urban and regional economics / C
3
ERES
3
Financial Management
3
more ...
less ...
Source
All
ECONIS (ZBW)
382
RePEc
146
OLC EcoSci
80
BASE
10
Other ZBW resources
9
USB Cologne (EcoSocSci)
5
EconStor
1
more ...
less ...
Showing
51
-
60
of
633
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
[Rezension von: Brooks, Chris, Introductory econometrics for finance]
Satchell, Stephen
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 397-398
Persistent link: https://www.econbiz.de/10001782982
Saved in:
52
A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
The Manchester School
70
(
2002
)
5
,
pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
Saved in:
53
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Saved in:
54
The impact of news on measures of unidiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 487-507
Persistent link: https://www.econbiz.de/10001741987
Saved in:
55
Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.
;
Olekalns, Nilss
;
Henry, Ólan …
-
2003
Persistent link: https://www.econbiz.de/10001750601
Saved in:
56
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
- In:
The Manchester School
70
(
2002
)
6
,
pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
Saved in:
57
Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris
;
Rew, Alistair G.
- In:
Economic modelling
19
(
2002
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
Saved in:
58
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Saved in:
59
A model for exchange rates with crawling bands : an application to the Colombian peso
Brooks, Chris
;
Revéiz, Alejandro H.
- In:
Journal of economics & business
54
(
2002
)
5
,
pp. 483-503
Persistent link: https://www.econbiz.de/10001725960
Saved in:
60
A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris
;
Clare, Andrew D.
;
Dalle Molle, John W.
; …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 339-352
Persistent link: https://www.econbiz.de/10002685175
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->