Narrow search
Showing 91 - 100 of 144
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
Cover Image
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084
Cover Image
Threshold autoregressive and Markov switching models : an application to commercial real estate
Maitland-Smith, James - 1996
Persistent link: https://www.econbiz.de/10000944098
Cover Image
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000982695
Cover Image
Does orthogonalisation really purge equity-based property valuations of their general stock market influences?
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000985420
Cover Image
Property returns and the macroeconomy
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000985422
Cover Image
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris; Burke, Simon P. - 1999
Persistent link: https://www.econbiz.de/10001405756