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Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors
Brooks, Chris; Rew, Alistair G. - In: Computational economics 20 (2002) 3, pp. 157-176
Persistent link: https://www.econbiz.de/10007035897
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Chaos in Foreign Exchange Markets: A Sceptical View
Brooks, Chris - In: Computational economics 11 (1998) 3, pp. 265-282
Persistent link: https://www.econbiz.de/10007063943
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The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test
Brooks, Chris; Heravi, Saeed M. - In: Computational economics 13 (1999) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10007057773