Econometrics & Business Statistics

    Research areas

  • Financial econometrics, volatility modelling, credit ratings, asset pricing

Biography

Robert Brooks is a professor in the Department of Econometrics and Business Statistics and Deputy Dean, Education in the Faculty of Business and Economics.

Robert obtained his honours and PhD degrees from Monash University and has previously worked at RMIT University.

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.

Given his education management role, Robert also works in areas of educational research relating to pedagogy of teaching business statistics and in particular applications of problem based learning in that setting.

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