//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Is co-skewness a better measur...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Australia
76
Australien
73
Capital income
46
Kapitaleinkommen
46
Aktienmarkt
43
Stock market
43
Börsenkurs
42
Share price
42
Volatility
39
Theorie
37
Theory
37
Volatilität
37
Schätzung
34
Welt
26
World
26
Beta risk
20
Betafaktor
19
Börsengang
18
Initial public offering
18
USA
16
United States
16
ARCH model
15
ARCH-Modell
15
Emerging economies
15
Schwellenländer
15
Spillover effect
15
Spillover-Effekt
15
CAPM
14
China
14
Estimation theory
13
Schätztheorie
13
Exchange rate
12
Portfolio selection
12
Portfolio-Management
12
Wechselkurs
11
Country risk
10
Efficient market hypothesis
10
Effizienzmarkthypothese
10
Financial crisis
10
more ...
less ...
Online availability
All
Free
7
Undetermined
5
Type of publication
All
Article
29
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
more ...
less ...
Language
All
English
34
Author
All
Brooks, Robert
33
Faff, Robert W.
8
Sirimon Treepongkaruna
8
Do, Hung Xuan
6
Bissoondoyal-Bheenick, Emawtee
4
Fry, Tim R. L.
4
Wu, Eliza
4
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
Dash, Saumya Ranjan
1
Davidson, Sinclair
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
Yip, Angela Y. N.
1
more ...
less ...
Published in...
All
Applied financial economics
7
Journal of international financial markets, institutions & money
3
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 investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Economics discussion paper series / School of Business and Economics, Loughborough University
1
Economics letters
1
Global finance journal
1
International journal of business
1
Journal of accounting & management information systems : JAMIS
1
Journal of applied econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Papers in efficiency, effectiveness and international competitiveness
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A further examination of the effect of diversification on the stability of portfolio betas
Brooks, Robert
(
contributor
)
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001219247
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->