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RATS handbook to accompany : introductory econometrics for finance

Brooks, Chris - 2009

Persistent link: https://www.econbiz.de/10004938731

Introductory econometrics for finance

Brooks, Chris - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10004923505

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

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

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

[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

Introductory econometrics for finance

Brooks, Chris - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003679796

RATS handbook to accompany introductory econometrics for finance

Brooks, Chris - 2009 - 1. publ.

Persistent link: https://www.econbiz.de/10003739833

Introductory econometrics for finance

Brooks, Chris - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10013500214

A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market

Perlin, Marcelo; Dufour, Alfonso; Brooks, Chris - 2010

This paper is set to investigate the existence of spillover effects for the trading process of correlated financial instruments. While the main literature in price impact models has focused mainly on multivariate processes for a unique asset, we argue that transitory spillover effects in such...

Persistent link: https://www.econbiz.de/10015222050