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Bicorrelations and Cross-bicorrelations as Non-linearity Tests and Tools for Exchange Rate Forecasting
Brooks, C.; Hinich, M.J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10006902544
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A Double-threshold GARCH Model for the French Franc-Deutschmark Exchange Rate
Brooks, C. - In: Journal of forecasting 20 (2001) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10006902741
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Predicting Stock Index Volatility: Can Market Volume Help?
Brooks, C. - In: Journal of forecasting 17 (1998) 1, pp. 59
Persistent link: https://www.econbiz.de/10006920524
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Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates
Brooks, C. - In: Journal of forecasting 16 (1997) 2, pp. 125
Persistent link: https://www.econbiz.de/10006925878
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Predicting stock index volatility : can market volume help?
Brooks, Chris - In: Journal of forecasting 17 (1998) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
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Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris - In: Journal of forecasting 16 (1997) 2, pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
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A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris - In: Journal of forecasting 20 (2001) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
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Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris; Hinich, Melvin J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
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Volatility forecasting for risk management
Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001736943