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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris; Burke, Simon P. - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10006787345
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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
Persistent link: https://www.econbiz.de/10006966133
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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/10006980406
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Some Reparameterizations of Lag Polynomials for Dynamic Analysis
Burke, Simon P. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 373-390
Persistent link: https://www.econbiz.de/10006477409
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The determinants of the location of foreign direct investment in UK regions
Dimitropoulou, Dimitra; McCann, Philip; Burke, Simon P. - In: Applied economics 45 (2013) 27, pp. 3853-3862
Persistent link: https://www.econbiz.de/10010055347
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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/10006891183
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Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange
Brooks, Chris; Katsaris, Apostolos - In: Bulletin of economic research 55 (2003) 4, pp. 319-346
Persistent link: https://www.econbiz.de/10006649825
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The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models
Brooks, Chris; Chong, James - In: The journal of futures markets 21 (2001) 11, pp. 1043-1070
Persistent link: https://www.econbiz.de/10006830892
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RISK MEASUREMENT AND MANAGEMENT - Model Choice and Value-at-Risk Performance - Analysis of methods for determining market-based capital risk requirements raises questions about some commonly used measures of firm risk.
Brooks, Chris; Persand, Gita - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 87-97
Persistent link: https://www.econbiz.de/10006262180
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Testing for non-stationarity and cointegration allowing for the possibility of a structural 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/10006269872