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Long memory in stock-returns : some international evidence
Henry, Ólan Thomas John - In: Applied financial economics 12 (2002) 10, pp. 725-729
Persistent link: https://www.econbiz.de/10001702512
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Does the Australian dollar real exchange rate really display mean reversion?
Henry, Ólan Thomas John - 1998
Persistent link: https://www.econbiz.de/10000981814
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Identifying a currency crisis using treshold [threshold] autoregressions : Australia and the East Asian "meltdown"
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000995386
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Exchange rate instability : a threshold autoregressive approach
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - In: The economic record : er 77 (2001), pp. 160-166
Persistent link: https://www.econbiz.de/10001601863
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Does the Australian dollar real exchange rate display mean reversion
Henry, Ólan Thomas John; Olekalns, Nilss - In: Journal of international money and finance 21 (2002) 5, pp. 651-666
Persistent link: https://www.econbiz.de/10001703885
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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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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