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~subject:"Estimation"
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Estimation
Australia
77
Australien
73
Capital income
69
Kapitaleinkommen
69
Theorie
69
Theory
69
Aktienmarkt
51
Stock market
51
Welt
47
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47
Volatility
45
Börsenkurs
44
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44
Volatilität
44
Portfolio selection
43
Portfolio-Management
43
Schätzung
41
USA
33
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33
Beta risk
21
Betafaktor
21
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20
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20
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18
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18
Spillover effect
17
Spillover-Effekt
17
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15
Estimation theory
15
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15
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15
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English
41
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Brooks, Robert
37
Faff, Robert W.
9
Sirimon Treepongkaruna
8
Do, Hung Xuan
6
Bissoondoyal-Bheenick, Emawtee
4
Fry, Tim R. L.
4
Wu, Eliza
4
Brooks, Robin
3
Brooks, Joshua A.
2
Del Negro, Marco
2
Galagedera, Don U. A.
2
Harris, Mark N.
2
Maharaj, Elizabeth Ann
2
Spencer, Christopher
2
Abrorov, Sirojiddin
1
Brooks, Robert D.
1
Brown, Christine
1
Burkhanov, Aktam Usmanovich
1
Clark, John M.
1
Dash, Saumya Ranjan
1
Davidson, Sinclair
1
Enders, Walter
1
Fan, Tan Pooi
1
Hasanov, Akram Shavkatovich
1
Hum, Samantha
1
Iqbal, Javed
1
Josev, Thomas
1
Jutasompakorn, Pearpilai
1
Kang, Sang Hoon
1
Lim, Kian-Ping
1
Maitra, Debasish
1
McKenzie, Michael D.
1
Moorhead, Simon
1
Nath, Harmindar B.
1
Naylor, Shelley Claire
1
Newton, Emma
1
Pellegrini, Breanna
1
Sheehan, Matthew P.
1
Sokulsky, David
1
Teterin, Pavel
1
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Applied financial economics
6
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
International review of economics & finance : IREF
2
International review of financial analysis
2
Pacific-Basin finance journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Demography and financial markets : proceedings of a conference held in Sydney on 23 - 25 July 2006
1
Economics discussion paper series / School of Business and Economics, Loughborough University
1
Economics letters
1
Global finance journal
1
IMF Working Paper
1
International journal of business
1
Journal of accounting & management information systems : JAMIS
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Papers in efficiency, effectiveness and international competitiveness
1
The journal of financial research
1
Working paper series / Federal Reserve Bank of Atlanta
1
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ECONIS (ZBW)
41
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1
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
Saved in:
2
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:
3
The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
4
Financial deregulation and relative risk of Australian industry
Brooks, Robert
- In:
Australian economic papers
36
(
1997
)
69
,
pp. 308-320
Persistent link: https://www.econbiz.de/10001239138
Saved in:
5
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
Saved in:
6
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
7
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
8
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
9
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
10
Is systematic downside beta risk really priced? : Evidence in emerging market data
Galagedera, Don U. A.
;
Brooks, Robert
-
2005
Persistent link: https://www.econbiz.de/10003048166
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