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Testing for non-stationarity a...
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Brooks, Chris
439
Bell, Adrian R.
43
Persand, Gita
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Miffre, Joëlle
31
Pavelin, Stephen
28
Tsolacos, Sotiris
27
Nneji, Ogonna
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
[Rezension von: Eichberger, Jürgen, ..., Financial economics]
Brooks, Chris
- In:
The economic record : er
73
(
1997
)
222
,
pp. 285-286
Persistent link: https://www.econbiz.de/10001349383
Saved in:
8
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
9
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
Saved in:
10
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
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