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source:"econis"
~person:"Brooks, Robert"
~subject:"Time series analysis"
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Time series analysis
Australia
64
Australien
64
Estimation
13
Schätzung
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12
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11
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Brooks, Robert
Bodman, Philip M.
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Zhang, Bo
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Hyndman, Rob J.
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Applied financial economics
1
Applied financial economics letters
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
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Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Brooks, Robert
;
Maharaj, Elizabeth Ann
;
Pellegrini, Breanna
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 41-44
Persistent link: https://www.econbiz.de/10003725314
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2
The stability of ARCH models across Australian financial futures markets
Brooks, Robert
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10001226983
Saved in:
3
The stability of ARCH models across Australian financial futures markets
Brooks, Robert
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 475-488)
.
1995
Persistent link: https://www.econbiz.de/10001294210
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