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Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María; Henry, Ólan Thomas John; … - In: Journal of empirical finance 71 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris; Hinich, Melvin J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
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A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris; Clare, Andrew D.; Dalle Molle, John W.; … - In: Journal of empirical finance 12 (2005) 2, pp. 339-352
Persistent link: https://www.econbiz.de/10002685175
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Speculative bubbles in the S&P 500 : was the tech bubble confined to the tech sector?
Anderson, Keith; Brooks, Chris; Katsaris, Apostolos - In: Journal of empirical finance 17 (2010) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10009267295
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When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51
Persistent link: https://www.econbiz.de/10012430435
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A comparison of extreme value theory approaches for determining value at risk
Brooks, C.; Clare, A.D.; Dalle Molle, J.W.; Persand, G. - In: Journal of empirical finance 12 (2005) 2, pp. 339
Persistent link: https://www.econbiz.de/10007228384
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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, C.; Hinich, M.J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404
Persistent link: https://www.econbiz.de/10007244748