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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
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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
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Some Reparameterizations of Lag Polynomials for Dynamic Analysis
Burke, Simon P. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 373-390
Persistent link: https://www.econbiz.de/10006477409
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Multivariate GARCH models: software choice and estimation issues
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: Journal of applied econometrics 18 (2003) 6, pp. 725
Persistent link: https://www.econbiz.de/10006966133
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Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10006980406
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The determinants of the location of foreign direct investment in UK regions
Dimitropoulou, Dimitra; McCann, Philip; Burke, Simon P. - In: Applied economics 45 (2013) 27, pp. 3853-3862
Persistent link: https://www.econbiz.de/10010055347