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~subject:"Estimation"
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Estimation
Australia
201
Australien
200
Theorie
131
Theory
131
Capital income
112
Kapitaleinkommen
112
Börsenkurs
101
Share price
101
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74
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74
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70
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69
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ARCH model
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English
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Faff, Robert W.
41
Brooks, Robert
34
Sirimon Treepongkaruna
9
Fry, Tim R. L.
7
Do, Hung Xuan
6
Bissoondoyal-Bheenick, Emawtee
4
Chan, Howard Wei-hong
4
Gharghori, Philip
4
Wu, Eliza
4
Harris, Mark N.
3
Zhou, Qing
3
Alpert, Karen
2
Au Yong, Hue Hwa
2
Brailsford, Timothy J.
2
Fry, Jane M.
2
Galagedera, Don U. A.
2
Kofman, Paul
2
Maharaj, Elizabeth Ann
2
McKenzie, Michael D.
2
McLaren, Keith Robert
2
Nguyen, Annette
2
Oliver, Barry R.
2
Spencer, Christopher
2
Tan, Jui Keng
2
Xiao, Yuchao
2
Abrorov, Sirojiddin
1
Akhtar, Shumi M.
1
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1
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1
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1
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Benson, Karen L.
1
Brooks, Robert D.
1
Brown, Christine
1
Burkhanov, Aktam Usmanovich
1
Chan, H.
1
Dash, Saumya Ranjan
1
Davidson, Sinclair
1
Do, Binh
1
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1
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Applied financial economics
9
Journal of international financial markets, institutions & money
4
Applied economics
3
Applied financial economics letters
3
Australian economic papers
3
Australian journal of management
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
Advances in investment analysis and portfolio management : a research annual
2
International review of financial analysis
2
Journal of banking & finance
2
The journal of corporate finance : contracting, governance and organization
2
The journal of futures markets
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Applied economics letters
1
Economics discussion paper series / School of Business and Economics, Loughborough University
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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 business ethics : JOBE
1
Journal of financial management, markets and institutions
1
Journal of multinational financial management
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
McGraw-Hill series in advanced finance
1
Pacific accounting review
1
Papers in efficiency, effectiveness and international competitiveness
1
The financial review : the official publication of the Eastern Finance Association
1
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1
Working papers in economics and econometrics
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ECONIS (ZBW)
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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
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:
6
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:
7
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:
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
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:
10
'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
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