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248
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Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
-
1999
Persistent link: https://www.econbiz.de/10001405756
Saved in:
2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
3
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
4
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
Saved in:
5
Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10001549775
Saved in:
6
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
- In:
The Manchester School
70
(
2002
)
6
,
pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
Saved in:
7
Information criteria for GARCH model selection
Brooks, Chris
;
Burke, Simon P.
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 557-580
Persistent link: https://www.econbiz.de/10001885626
Saved in:
8
Multivariate GARCH models : software choice and estimation issues
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 725-734
Persistent link: https://www.econbiz.de/10001843509
Saved in:
9
Autoregressive conditional kurtosis
Brooks, Chris
;
Burke, Simon P.
;
Heravi, Saeed M.
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002989106
Saved in:
10
Finite sample weighting of recursive forecast errors
Brooks, Chris
;
Burke, Simon P.
;
Stanescu, Silvia
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 458-474
Persistent link: https://www.econbiz.de/10011597149
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