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~isPartOf:"Discussion paper / ICMA Centre, Henley Business School, University of Reading"
~isPartOf:"International journal of forecasting"
~person:"Brooks, Chris"
~person:"Koopman, Siem Jan"
~subject:"Kointegration"
~subject:"Recursive model estimation"
~subject:"Statistical error"
~subject:"USA"
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Brooks, Chris
Koopman, Siem Jan
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5
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
International journal of forecasting
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7
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6
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1
Finite sample weighting of recursive
forecast
errors
Brooks, Chris
;
Burke, Simon P.
;
Stanescu, Silvia
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 458-474
Persistent link: https://www.econbiz.de/10011597149
Saved in:
2
On the predictive content of leading indicators : the case of US real estate markets
Tsolacos, Sotiris
;
Brooks, Chris
;
Nneji, Ogonna
-
2013
Persistent link: https://www.econbiz.de/10009782816
Saved in:
3
Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221303
Saved in:
4
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan
;
Wel, Michel van der
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
Saved in:
5
The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 11-29
Persistent link: https://www.econbiz.de/10001549772
Saved in:
6
A trading strategy based on the led-lag relationship between the spot index and futures contract for the FTSE 100
Brooks, Chris
;
Rew, Alistair G.
;
Ritson, Stuart
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10001549774
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