Robert Brooks
Professor, Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Australia
Associate Dean, Undergraduate
Bachelor of Economics (Honours) - Monash University.
Doctor of Philosophy - Monash University.
Robert Brooks is Professor in the Department of Econometrics and Business Statistics and Associate Dean, Undergraduate in the Faculty of Business and Economics, Monash University.
Research
My primary area of research interest is in financial econometrics, with a particular focus on beta risk estimation and volatility modelling. My publications are across a broad range of international and domestic journals and include publications in top fifteen econometrics journals identified by Baltagi (2003, Econometric Theory) such as, Journal of Econometrics and Econometric Reviews and the top seventeen finance journals identified by Chan, Chen and Steiner (2001, Pacific Basin Finance Journal) such as Journal of Banking and Finance, Journal of Futures Markets, Journal of International Money and Finance, Journal of Business Finance and Accounting and Pacific Basin Finance Journal.
