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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris; Hinich, Melvin J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
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Optimal hedging and the value of news
Brooks, Chris; Henry, Ólan Thomas John; Persand, Gita - 1999
Persistent link: https://www.econbiz.de/10001427190
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Testing for non-linearity in daily sterling exchange rates
Brooks, Chris - In: Applied financial economics 6 (1996) 4, pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
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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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A model for exchange rates with crawling bands : an application to the Colombian peso
Brooks, Chris; Revéiz, Alejandro H. - In: Journal of economics & business 54 (2002) 5, pp. 483-503
Persistent link: https://www.econbiz.de/10001725960
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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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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
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[Rezension von: Brooks, Chris, Introductory econometrics for finance]
Satchell, Stephen - In: The economic journal : the journal of the Royal … 113 (2003), pp. 397-398
Persistent link: https://www.econbiz.de/10001782982
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781