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subject:"Börsenkurs"
subject:"ARCH-Modell"
~person:"Faff, Robert W."
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Börsenkurs
ARCH-Modell
Estimation theory
12
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7
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7
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7
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3
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3
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Faff, Robert W.
Francq, Christian
27
Zakoïan, Jean-Michel
27
Linton, Oliver
21
Teräsvirta, Timo
21
Engle, Robert F.
17
Rahbek, Anders
16
Hafner, Christian M.
15
Ardia, David
14
Bauwens, Luc
14
Kumar, Dilip
14
Shephard, Neil G.
13
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Audrino, Francesco
12
Kapetanios, George
12
Pesaran, M. Hashem
12
Krämer, Walter
11
McAleer, Michael
11
Silvennoinen, Annastiina
11
Tauchen, George Eugene
11
Koopman, Siem Jan
10
Maheswaran, S.
10
Sentana, Enrique
10
Nelson, Daniel B.
9
Pedersen, Rasmus Søndergaard
9
Todorov, Viktor
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9
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8
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8
Gao, Jiti
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Preminger, Arie
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1
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:
2
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:
3
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
4
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:
5
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
Saved in:
6
Modelling Australian stock market volatility
Brailsford, Timothy J.
- In:
Australian journal of management
18
(
1993
)
2
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001158400
Saved in:
7
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
Saved in:
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