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个人简介
Robert Brooks is a professor in the Department of Econometrics and Business Statistics and Deputy Dean, Education in the Faculty of Business and Economics.
His primary area of research interest is in financial econometrics, with a particular focus on beta risk estimation, volatility modelling and the analysis of the impacts of sovereign credit rating changes on financial markets. His research in the financial econometrics area has produced a number of publications in top-tier journals, along with research funding from ARC Discovery and ARC Linkage and industry sources.
Research area keywords
Financial econometricsvolatility modellingcredit ratingsasset pricing
研究兴趣
论文共 318 篇作者统计合作学者相似作者
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ECONOMIC MODELLING (2023): 106203-106203
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2023): 102715-102715
American Business Reviewno. 2 (2023): 314-354
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ANNALS OF OPERATIONS RESEARCHno. 1-2 (2023): 485-515
Commoditiesno. 2 (2023): 131-146
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American Business Reviewno. 2 (2023): 399-430
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Contributions to EconomicsAdvances in Econometrics, Operational Research, Data Science and Actuarial Studiespp.31-47, (2022)
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