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Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris; Burke, Simon P. - 1999
Persistent link: https://www.econbiz.de/10001405756
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Identification of the break date in a potentially non-stationary series with a structural break
Brooks, Chris; Rew, Alistair G. - 2000
Persistent link: https://www.econbiz.de/10001475370
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Chaos in foreign exchange markets : a sceptical view
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911562
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Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911564
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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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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000982695
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084