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Bicorrelations and Cross-bicorrelations as Non-linearity Tests and Tools for Exchange Rate Forecasting
Brooks, C.; Hinich, M.J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10006902544
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A Double-threshold GARCH Model for the French Franc-Deutschmark Exchange Rate
Brooks, C. - In: Journal of forecasting 20 (2001) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10006902741
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Predicting Stock Index Volatility: Can Market Volume Help?
Brooks, C. - In: Journal of forecasting 17 (1998) 1, pp. 59
Persistent link: https://www.econbiz.de/10006920524
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Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates
Brooks, C. - In: Journal of forecasting 16 (1997) 2, pp. 125
Persistent link: https://www.econbiz.de/10006925878
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Can portmanteau nonlinearity tests serve as general mis-specification tests? - Evidence from symmetric and asymmetric GARCH models
Brooks, C.; Henry, O.T. - In: Economics letters 67 (2000) 3, pp. 245-252
Persistent link: https://www.econbiz.de/10006780804
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The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
Brooks, C.; Henry, O T. - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10006438091
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A word of caution on calculating market-based minimum capital risk requirements
Brooks, C.; Clare, A.D.; Persand, G. - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574
Persistent link: https://www.econbiz.de/10005895220
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Selecting From Amongst Non-Nested Conditional Variance Models: Information Criteria and Portfolio Determination
Brooks, C.; Burke, S.P. - In: The Manchester School 70 (2002) 6, pp. 747-767
Persistent link: https://www.econbiz.de/10007810594
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A Note on Estimating Market-based Minimum Capital Risk Requirements: A Multivariate GARCH Approach
Brooks, C.; Clare, A.D.; Persand, G. - In: The Manchester School 70 (2002) 5, pp. 666-681
Persistent link: https://www.econbiz.de/10007811352
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TESTS OF NON-LINEARITY USING LIFFE FUTURES TRANSACTIONS PRICE DATA
GWILYM, O.AP; BROOKS, C.; CLARE, A.; THOMAS, S. - In: The Manchester School 67 (1999) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10007820483