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Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Brooks, Robert; Maharaj, Elizabeth Ann; Pellegrini, Breanna - In: Applied financial economics letters 4 (2008) 1/3, pp. 41-44
Persistent link: https://www.econbiz.de/10003725314
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Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit apporaches
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Yip, … - In: Global finance journal 17 (2006) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10003381809
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Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
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An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
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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
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An ordered response model of test cricket performance
Brooks, Robert; Faff, Robert W.; Sokulsky, David - In: Applied economics 34 (2002) 18, pp. 2353-2365
Persistent link: https://www.econbiz.de/10001716732
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Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
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The robustness of point optimal testing for Rosenberg random regression coefficients
Brooks, Robert - In: Econometric reviews 14 (1995) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10001177161
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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
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Beta stability and portfolio formation
Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479
Persistent link: https://www.econbiz.de/10001178922