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Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic Modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10005171113
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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Identification of the break date in a potentially non-stationary series with a structural break
Brooks, Chris; Rew, Alistair G. - 2000
Persistent link: https://www.econbiz.de/10001475370
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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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Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors
Brooks, Chris; Rew, Alistair G. - In: Computational economics 20 (2002) 3, pp. 157-176
Persistent link: https://www.econbiz.de/10007035897
Cover Image
A trading strategy based on the lead-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/10006980407
Cover Image
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10006269872