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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
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Schätzung
Option pricing theory
Portfolio-Management
Theorie
37
Theory
37
Estimation
10
Capital income
8
Kapitaleinkommen
8
Portfolio selection
7
Estimation theory
6
Schätztheorie
6
Aktienmarkt
5
Börsenkurs
5
Derivat
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Index futures
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4
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Optionspreistheorie
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Time series analysis
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Zeitreihenanalyse
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Anlageverhalten
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Behavioural finance
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Article
18
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Article in journal
Aufsatz in Zeitschrift
18
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English
18
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Brooks, Robert
Fabozzi, Frank J.
50
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
30
Korn, Ralf
30
Wong, Wing Keung
28
Jarrow, Robert A.
27
Escobar, Marcos
26
Forsyth, Peter A.
26
Kumbhakar, Subal
25
Li, Duan
25
Prigent, Jean-Luc
25
Serletis, Apostolos
25
Gupta, Rangan
24
Madan, Dilip B.
24
Zagst, Rudi
23
Schwartz, Eduardo S.
22
Carr, Peter
21
Satchell, Stephen
21
Wong, Hoi Ying
21
Markowitz, Harry
20
Glasserman, Paul
19
Platen, Eckhard
19
Bahmani-Oskooee, Mohsen
18
Dai, Min
18
Levy, Haim
18
Lo, Andrew W.
18
Post, Thierry
18
Wang, Ruodu
18
Cvitanić, Jakša
17
Das, Sanjiv R.
17
Gollier, Christian
17
Härdle, Wolfgang
17
Siu, Tak Kuen
17
Vetzal, Kenneth R.
17
Zhou, Guofu
17
Chang, Tsangyao
16
Chen, Zhiping
16
Gouriéroux, Christian
16
Guidolin, Massimo
16
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Advances in futures and options research : a research annual
4
International review of economics & finance : IREF
2
The journal of futures markets
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
International review of financial analysis
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Pacific-Basin finance journal
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of applied business research
1
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ECONIS (ZBW)
18
Showing
1
-
10
of
18
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date (oldest first)
1
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
2
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
3
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
4
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
5
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Lim, Kian-Ping
;
Brooks, Robert
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 649-652
Persistent link: https://www.econbiz.de/10003842992
Saved in:
6
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
7
Embedded options impact on interest rate risk and capital adequacy
Brooks, Robert
;
Gup, Benton E.
- In:
The journal of applied business research
15
(
1999
)
4
,
pp. 11-20
Persistent link: https://www.econbiz.de/10001446196
Saved in:
8
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.
;
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
Saved in:
9
A further examination of the effect of diversification on the stability of portfolio betas
Brooks, Robert
(
contributor
)
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001219247
Saved in:
10
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:
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