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~language:"eng"
~person:"Brooks, Robert"
~subject:"ARCH model"
~subject:"Schätzung"
~type_genre:"Article in journal"
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ARCH model
Schätzung
Australia
52
Australien
52
Theorie
37
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37
Estimation
35
Capital income
34
Kapitaleinkommen
34
Aktienmarkt
33
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33
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32
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32
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30
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30
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Brooks, Robert
Gupta, Rangan
206
Bahmani-Oskooee, Mohsen
159
Gil-Alaña, Luis A.
131
Caporale, Guglielmo Maria
103
Chang, Tsangyao
102
Tiwari, Aviral Kumar
99
Wohar, Mark E.
86
Apergēs, Nikolaos
85
Ma, Feng
84
Narayan, Paresh Kumar
78
McAleer, Michael
77
Lee, Chien-chiang
69
McMillan, David G.
68
Serletis, Apostolos
68
Zaremba, Adam
64
Hsing, Yu
62
Belke, Ansgar
61
Hammoudeh, Shawkat
60
Bouri, Elie
59
Kumbhakar, Subal
58
Shahbaz, Muhammad
58
Xuan Vinh Vo
58
Balcilar, Mehmet
55
Pierdzioch, Christian
55
Su, Chi-Wei
55
Wang, Yudong
54
Herwartz, Helmut
53
Kang, Sang Hoon
50
Wagner, Joachim
50
Zhang, Yaojie
50
Hamori, Shigeyuki
49
Egger, Peter
47
Moosa, Imad A.
47
Payne, James E.
46
Holmes, Mark J.
44
Mensi, Walid
44
Salisu, Afees A.
44
Kutan, Ali Mustafa
42
Jawadi, Fredj
41
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Applied financial economics
6
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
2
Emerging markets review
2
Pacific-Basin finance journal
2
Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
Applied economics letters
1
Australian journal of management
1
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1
Energy economics
1
Global finance journal
1
International journal of business
1
Journal of accounting & management information systems : JAMIS
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
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Studies in economics and finance
1
The European journal of finance
1
The journal of financial research
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ECONIS (ZBW)
43
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1
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43
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date (oldest first)
1
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
2
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
3
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
4
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
5
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:
6
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:
7
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:
8
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:
9
An option valuation framework based on arithmetic Brownian motion : justification and implementation issues
Brooks, Robert
;
Brooks, Joshua A.
- In:
The journal of financial research
40
(
2017
)
3
,
pp. 401-427
Persistent link: https://www.econbiz.de/10011723125
Saved in:
10
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:
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