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Brooks, Chris
53
Li, Xiafei
6
Persand, Gita
6
Miffre, Joëlle
5
Ward, Charles
5
Katsaris, Apostolos
4
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Journal of banking & finance
6
Economic modelling
4
Computational economics
3
International journal of forecasting
3
Journal of business finance & accounting : JBFA
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Financial management
2
The journal of asset management
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The journal of business : B
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The journal of futures markets
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Bulletin of economic research
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Economics letters
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Environment & planning / A
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Financial analysts' journal : FAJ
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
1
Journal of applied econometrics
1
Journal of economics and business
1
Journal of multinational financial management
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Journal of the Royal Statistical Society / C
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Macroeconomic dynamics
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Research in international business and finance
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Risk : managing risk in the world's financial markets
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The European journal of finance
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The economic journal : the journal of the Royal Economic Society
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The journal of economic history
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The journal of real estate research
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The journal of trading
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The review of economics and statistics
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Urban studies : an international journal for research in urban and regional studies
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OLC EcoSci
ECONIS (ZBW)
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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
Saved in:
2
The Effect of Asymmetries on Optimal Hedge Ratios
Brooks, Chris
;
Henry, Olan T.
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10006034660
Saved in:
3
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
Saved in:
4
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
Saved in:
5
The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10006980408
Saved in:
6
THE PITFALLS OF VAR ESTIMATES - How sample size and weighting method affects the robustness of estimates.
Brooks, Chris
;
Persand, Gita
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
5
,
pp. 63-66
Persistent link: https://www.econbiz.de/10007049382
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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