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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
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Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
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GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics 39 (2007) 19/21, pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping; Hinich, Melvin J.; Liew, Venus Khim-sen - In: Journal of emerging market finance 4 (2005) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10003255763
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A word of caution on calculating market-based minimum capital risk requirements
Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574
Persistent link: https://www.econbiz.de/10001511626
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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
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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - 1999
Persistent link: https://www.econbiz.de/10001430158
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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
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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/10001549775
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A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: The Manchester School 70 (2002) 5, pp. 666-681
Persistent link: https://www.econbiz.de/10001699705