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A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: The Manchester School 70 (2002) 5, pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
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Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris; Burke, Simon P. - In: The Manchester School 70 (2002) 6, pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
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Did purchasing power parity hold in medieval Europe?
Bell, Adrian R.; Brooks, Chris; Moore, Tony K. - In: The Manchester School 85 (2017) 6, pp. 682-709
Persistent link: https://www.econbiz.de/10011804467
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TESTS OF NON-LINEARITY USING LIFFE FUTURES TRANSACTIONS PRICE DATA
GWILYM, O.AP; BROOKS, C.; CLARE, A.; THOMAS, S. - In: The Manchester School 67 (1999) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10007820483
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Selecting From Amongst Non-Nested Conditional Variance Models: Information Criteria and Portfolio Determination
Brooks, C.; Burke, S.P. - In: The Manchester School 70 (2002) 6, pp. 747-767
Persistent link: https://www.econbiz.de/10007810594
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A Note on Estimating Market-based Minimum Capital Risk Requirements: A Multivariate GARCH Approach
Brooks, C.; Clare, A.D.; Persand, G. - In: The Manchester School 70 (2002) 5, pp. 666-681
Persistent link: https://www.econbiz.de/10007811352