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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
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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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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
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Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911564
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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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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000982695
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
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Testing for non-linearity in daily sterling exchange rates
Brooks, Chris - In: Applied financial economics 6 (1996) 4, pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
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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