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Volatility forecasting for risk management
Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
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The impact of news on measures of unidiversifiable risk : evidence from the UK stock market
Brooks, Chris; Henry, Ólan Thomas John - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-507
Persistent link: https://www.econbiz.de/10001741987
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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. 725-734
Persistent link: https://www.econbiz.de/10001843509
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Information criteria for GARCH model selection
Brooks, Chris; Burke, Simon P. - In: The European journal of finance 9 (2003) 6, pp. 557-580
Persistent link: https://www.econbiz.de/10001885626
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A word of caution on calculating market-based minimum capital risk requirements
Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574
Persistent link: https://www.econbiz.de/10001511626
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Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris; Hinich, Melvin J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
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Linkages between property asset returns and interest rates : evidence for the UK
Brooks, Chris; Tsolacos, Sotiris - In: Applied economics 33 (2001) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001575682
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The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-29
Persistent link: https://www.econbiz.de/10001549772
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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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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/10001549775