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Information criteria for GARCH model selection
Brooks, Chris
;
Burke, Simon P.
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 557-580
Persistent link: https://www.econbiz.de/10001885626
Saved in:
2
Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns
Tao, Ran
;
Brooks, Chris
;
Bell, Adrian R.
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012516133
Saved in:
3
Financial data science : the birth of a new financial research paradigm complementing econometrics?
Brooks, Chris
;
Hoepner, Andreas G. F.
;
McMillan, David G.
; …
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1627-1636
Persistent link: https://www.econbiz.de/10012207132
Saved in:
4
Workshop on recent developments in econometrics and financial data science : ICMA Centre, Henley Business School, University of Reading, UK, 2nd November 2017
Brooks, Chris
(
ed.
);
Hoepner, Andreas G. F.
(
ed.
); …
-
Workshop on Recent Developments in Econometrics and …
-
2019
Persistent link: https://www.econbiz.de/10012207391
Saved in:
5
Information criteria for GARCH model selection
Brooks, Chris
;
Burke, Simon
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 557-580
Persistent link: https://www.econbiz.de/10005929940
Saved in:
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