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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
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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
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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
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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
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Investing in commodity futures markets : can pricing models help?
Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1/2, pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
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Predicting the equity market with option-implied variables
Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; … - In: The European journal of finance 25 (2019) 10, pp. 937-965
Persistent link: https://www.econbiz.de/10012207043
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Investing in commodity futures markets: can pricing models help?
Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10009826789
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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