Author:
Brooks Robert D,Faff Robert W,Fry Tim R.L
Subject
Economics and Econometrics,Finance
Reference13 articles.
1. Generalised conditional autoregressive heteroskedasticity;Bollerslev;J. Econometrics,1986
2. Bivariate GARCH estimation of beta risk in the Australian banking industry;Brooks;Accountability Performance,1997
3. US Banking sector risk in an era of regulatory change: a bivariate GARCH approach;Brooks;Rev. Quantitative Finance Accounting,2000
4. Modeling volatility persistence of speculative returns: a new approach;Ding;J. Econometrics,1996
5. Implied ARCH models from option prices;Engle;J. Econometrics,1992
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献