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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Schätzung
Portfolio-Management
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Theorie
37
Theory
37
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10
Capital income
8
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8
Portfolio selection
7
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6
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Article
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Article in journal
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16
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English
16
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Brooks, Robert
Fabozzi, Frank J.
50
Gil-Alaña, Luis A.
36
Gupta, Rangan
36
Caporale, Guglielmo Maria
33
Wong, Wing Keung
31
Korn, Ralf
29
McAleer, Michael
28
Serletis, Apostolos
28
Bollerslev, Tim
27
Escobar, Marcos
27
Kumbhakar, Subal
25
Li, Duan
25
Wohar, Mark E.
22
Zagst, Rudi
22
Ghysels, Eric
20
Härdle, Wolfgang
20
Markowitz, Harry
20
Platen, Eckhard
20
Prigent, Jean-Luc
20
Bahmani-Oskooee, Mohsen
19
Forsyth, Peter A.
19
Jarrow, Robert A.
19
Madan, Dilip B.
19
Satchell, Stephen
19
Tiwari, Aviral Kumar
19
Gollier, Christian
18
Gouriéroux, Christian
18
Koopman, Siem Jan
18
Post, Thierry
18
Aït-Sahalia, Yacine
17
Bekaert, Geert
17
Caporin, Massimiliano
17
Engle, Robert F.
17
Guidolin, Massimo
17
Herwartz, Helmut
17
Levy, Haim
17
Lien, Da-hsiang Donald
17
Lo, Andrew W.
17
Lucas, André
17
Siu, Tak Kuen
17
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Advances in futures and options research : a research annual
3
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
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ECONIS (ZBW)
16
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1
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10
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16
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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
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:
8
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:
9
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:
10
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:
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