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Stock Market impact of sovereign rating changes : alternative benchmark models
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert - In: Emerging markets and sovereign risk, (pp. 231-252). 2015
Persistent link: https://www.econbiz.de/10010458440
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Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Latin American financial markets : developments in …, (pp. 329-344). 2004
Persistent link: https://www.econbiz.de/10002608146
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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
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The stability of ARCH models across Australian financial futures markets
Brooks, Robert - In: Proceedings of the 1995 Econometrics Conference at …, (pp. 475-488). 1995
Persistent link: https://www.econbiz.de/10001294210