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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~subject:"Financial crisis"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation"
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Volatilität
Financial crisis
Estimation
38
Schätzung
38
Volatility
14
Australia
12
Australien
12
Börsenkurs
11
Capital income
11
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11
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Article in journal
Graue Literatur
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15
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Brooks, Robert
Gupta, Rangan
85
McAleer, Michael
74
Caporale, Guglielmo Maria
45
Pierdzioch, Christian
43
Belke, Ansgar
39
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
32
Todorov, Viktor
30
Bouri, Elie
28
Hautsch, Nikolaus
27
Härdle, Wolfgang
27
Asai, Manabu
26
Gil-Alaña, Luis A.
26
Ma, Feng
26
Wohar, Mark E.
25
Caporin, Massimiliano
23
Mumtaz, Haroon
23
Balcilar, Mehmet
22
Chang, Chia-Lin
22
Xuan Vinh Vo
22
Andersen, Torben
21
Herwartz, Helmut
21
Koopman, Siem Jan
21
Buch, Claudia M.
20
Kumar, Dilip
20
Rodriguez, Gabriel
20
Chan, Joshua
18
Döpke, Jörg
18
Rancière, Romain
18
Tauchen, George Eugene
17
Dungey, Mardi H.
16
Kang, Sang Hoon
16
Marcellino, Massimiliano
16
Mensi, Walid
16
Rashid, Abdul
16
Taylor, Alan M.
16
Tiwari, Aviral Kumar
16
Cheung, Yin-Wong
15
Hafner, Christian M.
15
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International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
2
Applied financial economics
1
Australian journal of management
1
Global finance journal
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Pacific-Basin finance journal
1
Studies in economics and finance
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ECONIS (ZBW)
15
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1
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
2
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
3
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
4
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
5
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:
6
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
7
Classifying Chinese bull and bear markets : indices and individual stocks
Chi, Wei
;
Brooks, Robert
;
Bissoondoyal-Bheenick, Emawtee
; …
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10011722547
Saved in:
8
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
9
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
10
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:
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