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Discussion papers in quantitative economics and computing / E
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1
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
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1998
Persistent link: https://www.econbiz.de/10000982695
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2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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3
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
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1996
Persistent link: https://www.econbiz.de/10000944084
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4
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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