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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
Saved in:
2
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
3
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
Saved in:
4
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
Saved in:
5
Intraday patterns in exchange rate of return of the Chilean peso : new evidence for day-off-the-week effect
Romero-Meza, Rafael
;
Bonilla, Claudio A.
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 42-58
Persistent link: https://www.econbiz.de/10003981210
Saved in:
6
Episodic nonlinearity in leading global currencies
Serletis, Apostolos
;
Malliaris, Anastasios G.
;
Hinich, …
- In:
Open economies review
23
(
2012
)
2
,
pp. 337-357
Persistent link: https://www.econbiz.de/10009633889
Saved in:
7
Episodic nonlinear event detection in the Canadian exchange rate
Hinich, Melvin J.
;
Serletis, Apostolos
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 68-74
Persistent link: https://www.econbiz.de/10003430689
Saved in:
8
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
Saved in:
9
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
10
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
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