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
A duration analysis of the tim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Australia
95
Australien
90
Theorie
72
Theory
72
Capital income
52
Kapitaleinkommen
52
Schätzung
42
Aktienmarkt
41
Börsenkurs
41
Share price
41
Stock market
41
Volatility
41
Volatilität
40
United States
36
USA
35
Welt
28
World
28
Portfolio selection
26
Portfolio-Management
26
Börsengang
20
Derivat
20
Derivative
20
Initial public offering
20
Beta risk
19
Betafaktor
19
Estimation theory
19
Schätztheorie
19
ARCH model
18
ARCH-Modell
18
China
17
Emerging economies
16
Schwellenländer
16
CAPM
15
Spillover effect
15
Spillover-Effekt
15
Risikomanagement
13
Yield curve
13
Zinsstruktur
13
Efficient market hypothesis
12
more ...
less ...
Online availability
All
Free
7
Undetermined
7
Type of publication
All
Article
37
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
more ...
less ...
Language
All
English
42
Author
All
Brooks, Robert
38
Faff, Robert W.
9
Fry, Tim R. L.
7
Sirimon Treepongkaruna
7
Do, Hung Xuan
5
Bissoondoyal-Bheenick, Emawtee
4
Wu, Eliza
4
Harris, Mark N.
3
Brooks, Joshua A.
2
Fry, Jane M.
2
Galagedera, Don U. A.
2
Maharaj, Elizabeth Ann
2
McLaren, Keith Robert
2
Spencer, Christopher
2
Abrorov, Sirojiddin
1
Ali Ahmed, Huson Joher
1
Bashar, Omar Haider Mohammad Nazmul
1
Brown, Christine
1
Burkhanov, Aktam Usmanovich
1
Clark, John M.
1
Dash, Saumya Ranjan
1
Davidson, Sinclair
1
Dimovski, William
1
Enders, Walter
1
Fan, Tan Pooi
1
Farrell, Lisa
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
more ...
less ...
Published in...
All
Applied financial economics
7
Journal of international financial markets, institutions & money
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics
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
Accounting and finance
1
Advances in futures and options research : a research annual
1
Applied economics letters
1
Economics discussion paper series / School of Business and Economics, Loughborough University
1
Economics letters
1
General paper / G / Centre of Policy Studies and the Impact Project
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 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
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
5
Property price dynamics and asymmetric effects of economic policy uncertainty : new evidence from the Australian capital cities
Wadud, I. K. M. Mokhtarul
;
Bashar, Omar Haider Mohammad …
- In:
Accounting and finance
62
(
2022
)
4
,
pp. 4359-4380
Persistent link: https://www.econbiz.de/10013468276
Saved in:
6
Compositional data analysis and zeros in micro data
Fry, Jane M.
;
Fry, Tim R. L.
;
McLaren, Keith Robert
- In:
Applied economics
32
(
2000
)
8
,
pp. 953-959
Persistent link: https://www.econbiz.de/10001522342
Saved in:
7
'A pack a day for 20 years' : smoking and cigarette pack sizes
Farrell, Lisa
;
Fry, Tim R. L.
;
Harris, Mark N.
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2833-2842
Persistent link: https://www.econbiz.de/10009379581
Saved in:
8
Compositional data analysis and zeros in micro data
Fry, Jane M.
-
1996
Persistent link: https://www.econbiz.de/10013445772
Saved in:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
