Narrow search
Showing 1 - 5 of 5
Cover Image
Persistence and predictability of skewness in country equity market returns
Lai, Eric; Brooks, Robert; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10001807037
Cover Image
Testing for linear and nonlinear granger causality between the Australian current account and trade weighted index
Brooks, Robert; Silvapulle, Paramsothy - In: Journal of quantitative economics : official journal of … 17 (2001) 1, pp. 102-116
Persistent link: https://www.econbiz.de/10001785897
Cover Image
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert; Fry, Tim R. L.; Harris, Mark N. - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001444749
Cover Image
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
Cover Image
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001177303