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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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A trading strategy based on the led-lag relationship between the spot index and futures contract for the FTSE 100
Brooks, Chris; Rew, Alistair G.; Ritson, Stuart - In: International journal of forecasting 17 (2001) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10001549774
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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RATS handbook to accompany : introductory econometrics for finance
Brooks, Chris - 2009
Persistent link: https://www.econbiz.de/10004938731
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Introductory econometrics for finance
Brooks, Chris - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10004923505
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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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[Rezension von: Eichberger, Jürgen, ..., Financial economics]
Brooks, Chris - In: The economic record : er 73 (1997) 222, pp. 285-286
Persistent link: https://www.econbiz.de/10001349383
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Introductory econometrics for finance
Brooks, Chris - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003679796