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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
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Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P. - In: Economics letters 50 (1996) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10001197811
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Cover Image
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris; Burke, Simon P. - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10006787345
Cover Image
Can portmanteau nonlinearity tests serve as general mis-specification tests? - Evidence from symmetric and asymmetric GARCH models
Brooks, C.; Henry, O.T. - In: Economics letters 67 (2000) 3, pp. 245-252
Persistent link: https://www.econbiz.de/10006780804