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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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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Cover Image
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris; Burke, Simon P. - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10006787345