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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
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Sampling dynamical systems
Hinich, Melvin J. - In: Macroeconomic dynamics 3 (1999) 4, pp. 602-609
Persistent link: https://www.econbiz.de/10001618386
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Risk when some states are low-probability events : note
Hinich, Melvin J. - In: Macroeconomic dynamics 7 (2003) 4, pp. 636-643
Persistent link: https://www.econbiz.de/10001794618
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A spatial theory approach to the study of political spaces
Hinich, Melvin J. - In: Topics in analytical political economy, (pp. 105-115). 2007
Persistent link: https://www.econbiz.de/10003551671
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Predicting stock index volatility : can market volume help?
Brooks, Chris - In: Journal of forecasting 17 (1998) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
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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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Introductory econometrics for finance
Brooks, Chris - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003679796
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RATS handbook to accompany introductory econometrics for finance
Brooks, Chris - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003739833
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Introductory econometrics for finance
Brooks, Chris - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10013500214