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~subject:"Volatility"
~person:"Brooks, Robert"
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Volatility
Devisenmarkt
5
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5
Volatilität
5
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4
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4
ARCH model
3
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3
Capital income
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Brooks, Robert
Kočenda, Evžen
16
Melvin, Michael
12
Evans, Martin D. D.
10
Itō, Takatoshi
10
Ito, Takatoshi
9
Rime, Dagfinn
9
Lyons, Richard K.
8
Ben Omrane, Walid
7
Bollerslev, Tim
7
Rodriguez, Gabriel
7
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7
Yamada, Masahiro
7
Chaboud, Alain
6
Frömmel, Michael
6
Howorka, Edward
6
Reitz, Stefan
6
Sarno, Lucio
6
Sirimon Treepongkaruna
6
Baruník, Jozef
5
Caporale, Guglielmo Maria
5
De Grauwe, Paul
5
Greenwood-Nimmo, Matthew
5
Grimaldi, Marianna
5
Hegerty, Scott W.
5
Hjalmarsson, Erik
5
Menkhoff, Lukas
5
Mensi, Walid
5
Moravcová, Michala
5
Taylor, Mark P.
5
Zikes, Filip
5
Beine, Michel
4
Cai, Fang
4
Copeland, Laurence S.
4
Demary, Markus
4
Deo, Malabika
4
Engle, Robert F.
4
Frankel, Jeffrey A.
4
Grobys, Klaus
4
Hammoudeh, Shawkat
4
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Australian journal of management
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of financial management, markets and institutions
1
McGraw-Hill series in advanced finance
1
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ECONIS (ZBW)
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1
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:
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
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:
4
Do trading hours affect volatility links in the foreign exchange market?
Sirimon Treepongkaruna
;
Brooks, Robert
;
Gray, Stephen
- In:
Australian journal of management
37
(
2012
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10009582208
Saved in:
5
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
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